Simon Property Price Prediction and Hype Density Breakdown

SPG -- USA Stock  

USD 148.61  1.09  0.74%

We analyze noise-free headlines and recent hype associated with Simon Property Group which may create opportunities for some arbitrage if properly timed. With Simon Property hype-based prediction module you can estimate the value of Simon Property Group from the prospective of Simon Property 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 Simon Property over a specific investment horizon. Also please take a look at Simon Property Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Simon Property After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Simon Property Estimiated After-Hype Price Volatility

August 21, 2019
148.61
Current Value
145.27
Downside
149.02
After-hype Price
152.77
Upside
Simon Property is very steady asset. Analysis and calculation of next after-hype price of Simon Property Group is based on 2 months time horizon.

Simon Property Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.22% 1.25% 0.41%  0.00% 8 Events / Month7 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
148.61149.020.28%
67.20% 

Simon Property Hype Timeline

On 21 of August Simon Property Group is traded for 148.61. The entity has historical hype elasticity of 0.41 and average elasticity to hype of competition of 0.0. Simon Property Group is estimated to increase in value after the next headline with price going to jump to 149.02. The average volatility of media hype impact on the company stock price is about 67.2%. The price escalation on the next news is projected to be 0.28% where as daily expected return is at this time at -0.22%. The volatility of related hype on Simon Property is about 31250.0% with expected price after next announcement by competition of 148.61. The company reported last year revenue of 5.64B. Total Income to common stockholders was 2.31B with profit before taxes, overhead, and interest of 4.62B. Considering 30-days investment horizon, the next estimated press release will be in about 8 days.
Also please take a look at Simon Property Basic Forecasting Models to cross-verify your projections.

Simon Property Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
GGP 0.00 0 per month 0.00  0.51  0.59  0.00  0.73 
Regency Centers Corporation(1.79) 8 per month 0.00 (0.11)  1.42 (2.30)  4.48 
Simon Property Group 1.86 8 per month 0.00 (0.16)  1.90 (2.78)  5.00 
Realty Income Corporation 0.41 4 per month 0.00  0.0222  1.61 (1.91)  4.20 
Dynex Capital 0.13 9 per month 0.00  0.14  1.69 (1.78)  208.90 
First Industrial Realty Trust(0.46) 7 per month 1.09  0.08  1.99 (2.03)  4.34 
Healthcare Realty Trust Incorpo(0.15) 11 per month 0.00  0.0295  1.44 (1.90)  4.20 
Hersha Hospitality Trust(0.17) 4 per month 0.00 (0.14)  2.33 (2.93)  10.98 
Kennedy Wilson Holdings 0.56 9 per month 1.76  0.0437  1.95 (2.74)  9.10 
Park Hotels Resorts(0.43) 9 per month 0.00 (0.25)  1.70 (2.62)  5.27 

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Also please take a look at Simon Property Basic Forecasting Models to cross-verify your projections. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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