Invesco China Price Prediction and Hype Density Breakdown

TAO -- USA Etf  

USD 25.65  0.80  3.22%

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

Invesco China After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Invesco China Estimiated After-Hype Price Volatility

October 13, 2019
25.65
Current Value
25.64
After-hype Price
30.62
Upside
Invesco China is not too volatile asset. Analysis and calculation of next after-hype price of Invesco China Real is based on 3 months time horizon.

Invesco China Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.15  1.66% 0.01   0.01  4 Events / Month3 Events / MonthIn about 4 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
25.6525.640.04 
1,660

Invesco China Hype Timeline

On 13 of October Invesco China Real is traded for 25.65. The entity has historical hype elasticity of -0.01 and average elasticity to hype of competition of -0.01. Invesco China Real Estate ETF is estimated to decline in value after the next headline with price expected to drop to 25.64. The average volatility of media hype impact on the company stock price is about 1660.0%. The price depreciation on the next news is expected to be -0.04% where as daily expected return is at this time at -0.15%. The volatility of related hype on Invesco China is about 3018.18% with expected price after next announcement by competition of 25.64. The company has price-to-book ratio of 0.62. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Invesco China Real last dividend was issued on Decemberember 26, 2017. Considering 30-days investment horizon, the next estimated press release will be in about 4 days.
Also please take a look at Invesco China Basic Forecasting Models to cross-verify your projections.

Invesco China Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
IShares Inc IShares MSCI Taiwan 0.00 0 per month 0.99  0.11  1.54 (1.47)  5.12 
Xtrackers Harvest CSI 300 China 0.00 0 per month 1.41  0.0348  1.77 (2.00)  6.33 
KraneShares Trust KraneShares C(0.13) 11 per month 1.73  0.009  2.46 (2.87)  7.92 
SPDR SP China ETF 0.05 8 per month 0.00 (0.0029)  1.87 (2.32)  5.41 
KraneShares Bosera MSCI China A 0.00 0 per month 1.40  0.0388  1.82 (2.07)  6.00 
Invesco China Technology ETF 0.00 0 per month 1.39  0.08  2.17 (2.65)  7.18 
Invesco Golden Dragon China ETF(0.43) 12 per month 1.81  0.0095  2.58 (2.79)  8.19 
WisdomTree China Ex State Owned 0.00 0 per month 1.47  0.0267  1.91 (2.63)  5.95 
Global X MSCI China Financials(0.04) 7 per month 0.00 (0.0173)  2.25 (2.15)  5.96 
VanEck Vectors ChinaAMC CSI 300 0.00 0 per month 1.52  0.0283  1.83 (2.31)  7.15 
Also please take a look at Invesco China Basic Forecasting Models to cross-verify your projections. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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