Alcoa Price Prediction and Hype Density Breakdown

AA -- USA Stock  

USD 28.24  0.13  0.46%

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

Alcoa After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Alcoa Estimiated After-Hype Price Volatility

December 18, 2018
28.24
Current Value
26.49
After-hype Price
Target Odds
  
36.39
Upside
Alcoa is not very risky asset. Analysis and calculation of next after-hype price of Alcoa is based on 2 months time horizon.

Alcoa Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.71% 3.30% 1.75%  0.54% 8 Events / Month8 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
28.2426.496.20%
134.15% 

Alcoa Hype Timeline

As of December 18, 2018 Alcoa Corporation is listed for 28.24. This company has historical hype elasticity of -1.75 and average elasticity to hype of competition of -0.54. Alcoa Corporation is suggested to decline in value after the next headline with price expected to drop to 26.49. The average volatility of media hype impact on the company stock price is about 134.15%. The price decline on the next news is expected to be -6.2% where as daily expected return is presently at -0.71%. The volatility of related hype on Alcoa is about 431.37% with expected price after next announcement by competition of 27.7. The company has price-to-book (P/B) ratio of 1.04. Some equities with similar Price to Book (P/B) outperform the market in the long run. Alcoa Corporation has Price/Earnings To Growth (PEG) ratio of 1.98. This company recorded loss per share of 0.07. The firm last dividend was issued on August 3, 2016. Alcoa had 2:1 split on 2016-11-01. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 8 days.
Check also Alcoa Basic Forecasting Models to cross-verify your projections.

Alcoa Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Alcoa Corporation(2.46) 8 per month 0.00 (0.09)  5.12 (6.84)  15.49 
Aluminum Corporation Of China Limited 0.06 5 per month 0.00 (0.08)  3.26 (4.44)  12.18 
Kaiser Aluminum Corporation(0.99) 6 per month 0.00 (0.05)  2.99 (4.15)  12.53 
Century Aluminum Company 0.05 10 per month 0.00 (0.0407)  5.79 (6.35)  24.02 
Constellium N V 0.07 8 per month 0.00 (0.09)  6.00 (8.21)  17.36 
First Majestic Silver Corp(0.02) 9 per month 0.00 (0.0345)  5.83 (5.74)  15.23 
AngloGold Ashanti Limited(0.16) 7 per month 1.59  0.29  3.96 (2.85)  8.40 
The Chemours Company 0.06 9 per month 0.00 (0.18)  4.56 (5.68)  11.77 
Celanese Corporation(3.66) 8 per month 0.00 (0.1)  2.52 (3.63)  9.25 
CF Industries Holdings(0.60) 7 per month 0.00 (0.11)  3.96 (6.15)  15.39 

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Check also Alcoa 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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