Safety Insurance Price Prediction and Hype Density Breakdown

SAFT -- USA Stock  

USD 97.80  4.04  4.31%

We analyze noise-free headlines and recent hype associated with Safety Insurance Group which may create opportunities for some arbitrage if properly timed. With Safety Insurance hype-based prediction module you can estimate the value of Safety Insurance Group from the prospective of Safety Insurance response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Safety Insurance over a specific investment horizon. Also please take a look at Safety Insurance Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Safety Insurance After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Safety Insurance Estimiated After-Hype Price Volatility

August 24, 2019
97.80
Current Value
97.83
After-hype Price
101.79
Upside
Safety Insurance is very steady asset. Analysis and calculation of next after-hype price of Safety Insurance is based on 2 months time horizon.

Safety Insurance Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.02% 1.32% 0.03%  0.02% 8 Events / Month6 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
97.8097.830.03%
92.31% 

Safety Insurance Hype Timeline

Safety Insurance is at this time traded for97.80. The entity has historical hype elasticity of 0.03 and average elasticity to hype of competition of 0.02. Safety Insurance Group is projected to increase in value after the next headline with price going to jump to 97.83. The average volatility of media hype impact on the company stock price is about 92.31%. The price appreciation on the next news is anticipated to be 0.03% where as daily expected return is at this time at -0.02%. The volatility of related hype on Safety Insurance is about 106.88% with expected price after next announcement by competition of 97.82. The company reported previous year revenue of 857.39M. Net Income was 102.64M with profit before overhead, payroll, taxes, and interest of 104.34M. Given the investment horizon of 30 days, the next projected press release will be in about 8 days.
Also please take a look at Safety Insurance Basic Forecasting Models to cross-verify your projections.

Safety Insurance Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Chubb Limited 3.38 7 per month 1.37  0.10  2.35 (2.48)  7.16 
Progressive Corporation(1.43) 9 per month 0.00 (0.0167)  1.93 (3.03)  7.74 
The Travelers Companies 1.59 8 per month 0.00 (0.0273)  1.29 (2.08)  4.61 
Allstate Corporation(1.91) 7 per month 1.44  0.07  1.91 (2.41)  8.10 
Cincinnati Financial Corporatio(2.89) 6 per month 1.41  0.13  2.09 (2.52)  6.48 
Markel Corporation 13.46 9 per month 1.07  0.17  1.72 (2.00)  5.14 
Loews Corporation 0.71 6 per month 0.00 (0.17)  1.67 (2.84)  6.64 
W R Berkley Corporation 1.70 10 per month 1.12  0.20  2.13 (2.31)  5.45 
Intact Finl Corp 0.00 7 per month 0.00  0.31  1.07 (0.18)  3.90 
CNA Financial Corporation(2.26) 9 per month 0.00  0.0257  2.13 (2.26)  6.16 

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Latest Prospective on Safety Insurance

Also please take a look at Safety Insurance Basic Forecasting Models to cross-verify your projections. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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