Alleghany Price Prediction and Hype Density Breakdown

Y -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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

Alleghany After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Alleghany Estimiated After-Hype Price Volatility

November 13, 2019
786.07
Current Value
786.57
Downside
790.17
After-hype Price
793.77
Upside
Alleghany is very steady asset. Analysis and calculation of next after-hype price of Alleghany is based on 3 months time horizon.

Alleghany Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.10  1.20% 0.15   0.04  9 Events / Month4 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
786.07790.170.02 
79.47

Alleghany Hype Timeline

As of November 13, 2019 Alleghany is listed for 786.07. The entity has historical hype elasticity of -0.15 and average elasticity to hype of competition of 0.04. Alleghany Corporation is expected to decline in value after the next headline with price expected to drop to 790.17. The average volatility of media hype impact on the company stock price is about 79.47%. The price decline on the next news is expected to be -0.02% where as daily expected return is at this time at 0.1%. The volatility of related hype on Alleghany is about 341.88% with expected price after next announcement by competition of 786.11. About 84.0% of the company outstanding shares are owned by institutional investors. The company has Price to Book (P/B) ratio of 1.27. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. Alleghany has Price/Earnings To Growth (PEG) ratio of 0.44. The entity recorded earning per share (EPS) of 7.85. The firm last dividend was issued on 1987-03-24. Alleghany had 51:50 split on 2011-03-30. Taking into account the 30 trading days horizon, the next expected press release will be in about 9 days.
See also Alleghany Basic Forecasting Models to cross-verify your projections.

Alleghany Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Alleghany Corporation(1.51) 9 per month 1.25 (0.0202)  1.92 (2.18)  4.89 
Everest Re Group Ltd 6.71 8 per month 1.14  0.0214  1.94 (1.78)  4.99 
XL Group Ltd 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Prudential Financial 0.50 7 per month 1.54  0.07  2.42 (2.59)  6.02 
Hanover Insurance Group 1.62 8 per month 1.12 (0.07)  1.42 (1.75)  4.36 
The Travelers Companies 0.68 7 per month 0.00 (0.15)  1.54 (2.11)  10.57 
W R Berkley Corporation(0.69) 10 per month 0.00 (0.12)  1.72 (2.17)  8.10 
AmTrust Financial Services 0.00 0 per month 0.32 (0.1)  0.63 (0.70)  1.61 
Selective Insurance Group(2.78) 9 per month 0.00 (0.24)  1.57 (3.44)  6.99 
Walt Disney Company(1.02) 10 per month 1.27 (0.06)  1.65 (2.19)  4.79 

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