B of A Price Prediction and Hype Density Breakdown

BAC -- USA Stock  

0.18 Dividend

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

B of A After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

B of A Estimiated After-Hype Price Volatility

Current Value
33.67
December 11, 2019
33.69
After-hype Price
37.02
Upside
B of A is very steady asset. Analysis and calculation of next after-hype price of Bank Of America is based on 3 months time horizon.

B of A Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.20  1.11  0.02   0.08  10 Events / Month8 Events / MonthIn about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
33.6733.690.06 
1,110  

B of A Hype Timeline

On the 11th of December 2019 Bank Of America is traded for 33.67. The entity has historical hype elasticity of 0.02 and average elasticity to hype of competition of -0.08. Bank Of America Corporation is estimated to increase in value after the next headline with price going to jump to 33.69. The average volatility of media hype impact on the company stock price is about 1110.0%. The price escalation on the next news is projected to be 0.06% where as daily expected return is currently at 0.2%. The volatility of related hype on B of A is about 262.41% with expected price after next announcement by competition of 33.59. The company reported last year revenue of 86.17 B. Total Income to common stockholders was 26.29 B with profit before taxes, overhead, and interest of 88.69 B. Considering 30-days investment horizon, the next estimated press release will be in about 10 days.
Check also B of A Basic Forecasting Models to cross-verify your projections.

B of A Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Bank Of America Corporation 0.10 10 per month 0.82  0.17  2.01 (1.96)  5.02 
Bank Of N T Butterfield Son 0.15 6 per month 1.23  0.15  3.75 (1.63)  8.49 
Citigroup 0.11 11 per month 1.09  0.08  2.22 (2.37)  4.95 
Loews Corporation 0.14 8 per month 1.29 (0.038)  1.61 (2.49)  5.23 
Diamond Hill Investment Group(2.27) 8 per month 1.39 (0.0033)  1.94 (1.66)  9.18 
AllianceBernstein Holding L P 0.27 8 per month 0.00 (0.08)  1.75 (1.64)  6.09 
Associated Capital Group(1.28) 9 per month 1.73  0.0003  3.57 (2.38)  10.86 
Axos Financial(1.02) 10 per month 3.01  0.0108  3.40 (3.64)  12.69 
Bank Of New York Mellon Corpora 0.01 9 per month 1.29  0.07  1.53 (2.06)  5.91 
The Blackstone Group L P(0.44) 7 per month 1.47  0.0325  2.36 (2.75)  8.19 
Check also B of A Basic Forecasting Models to cross-verify your projections. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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