Alcoa Price Prediction and Hype Density Breakdown

AA -- USA Stock  

USD 49.15  1.22  2.55%

Macroaxis is not in business of monitoring Alcoa headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Alcoa Corporation brand 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.
 Time 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

May 27, 2018
49.15
Current Value
49.45
After-hype Price
Target Odds
  
54.19
Upside
Alcoa is not too risky asset. Analysis and calculation of next after-hype price of Alcoa is based on 1 month time horizon.

Alcoa Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.34% 1.58% 0.30%  0.15% 6 Events / Month5 Events / MonthIn about 6 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
49.1549.450.61%
179.55% 

Alcoa Hype Timeline

As of May 27, 2018 Alcoa Corporation is listed for 49.15. This company has historical hype elasticity of 0.3 and average elasticity to hype of competition of 0.15. Alcoa Corporation is suggested to increase in value after the next headline with price going to jump to 49.45. The average volatility of media hype impact on the company stock price is about 179.55%. The price increase on the next news is estimated to be 0.61% where as daily expected return is presently at -0.34%. The volatility of related hype on Alcoa is about 348.79% with expected price after next announcement by competition of 49.3. The company generated yearly revenue of 12.09 B. Reported Net Income was 142 M with gross profit of 2.59 B. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 6 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 0.88 6 per month 0.00 (0.27)  2.08 (3.02)  5.50 
Reliance Steel Aluminum Co 0.90 6 per month 1.62  0.0022  1.78 (1.82)  4.25 
Allegheny Technologies Incorporated(0.09) 3 per month 1.22  0.0003  2.41 (1.56)  4.33 
Carpenter Technology Corporation 2.13 5 per month 0.72  0.33  2.93 (1.56)  7.94 
Southern Copper Corporation(0.15) 6 per month 0.00 (0.24)  1.40 (2.01)  4.16 
Arconic 0.1 5 per month 0.00 (0.16)  1.97 (2.53)  21.53 
Constellium N V 0.20 3 per month 1.30  0.10  2.98 (1.98)  5.51 
American Express Company 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Merck Co 0.43 6 per month 0.00 (0.0178)  2.10 (1.17)  3.95 
Exxon Mobil Corporation 0.13 5 per month 0.00 (0.08)  2.24 (2.29)  4.64 
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Check also Alcoa Basic Forecasting Models to cross-verify your projections. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.