Facebook Price Prediction and Hype Density Breakdown

FB -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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

Facebook After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Facebook Estimiated After-Hype Price Volatility

Current Value
201.05
December 11, 2019
195.57
Downside
201.36
After-hype Price
207.15
Upside
Facebook is very steady asset. Analysis and calculation of next after-hype price of Facebook is based on 3 months time horizon.

Facebook Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.12  1.28  0.23   0.02  9 Events / Month8 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
201.05201.360.15 
66.67  

Facebook Hype Timeline

As of December 11, 2019 Facebook is listed for 201.05. The entity has historical hype elasticity of 0.23 and average elasticity to hype of competition of 0.02. Facebook is suggested to increase in value after the next headline with price going to jump to 201.36. The average volatility of media hype impact on the company stock price is about 66.67%. The price increase on the next news is anticipated to be 0.15% where as daily expected return is currently at 0.12%. The volatility of related hype on Facebook is about 691.89% with expected price after next announcement by competition of 201.07. The company generated yearly revenue of 62.6 B. Reported Net Income was 17.06 B with gross profit of 46.48 B. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 9 days.
Additionally see Facebook Basic Forecasting Models to cross-verify your projections.

Facebook Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Facebook 1.92 9 per month 1.18  0.0333  2.31 (1.67)  6.97 
IQIYI 0.37 10 per month 1.29  0.07  3.64 (2.46)  20.51 
Jianpu Technology(0.01) 10 per month 0.00 (0.18)  5.29 (8.41)  31.32 
Douyu International Holdings Ltd Ads(0.16) 5 per month 0.00 (0.0341)  6.84 (9.40)  25.58 
EverQuote 1.13 10 per month 4.29  0.17  8.38 (9.17)  40.75 
Phoenix New Media Limited(0.03) 9 per month 3.10  0.0477  7.11 (3.86)  18.05 
IACInterActiveCorp(1.69) 7 per month 0.00 (0.1)  2.86 (2.57)  11.66 
Spark Networks(0.05) 7 per month 0.00 (0.23)  2.86 (5.90)  14.00 
Gaia 0.33 9 per month 2.55  0.08  7.35 (4.42)  27.10 
Groupon 0.04 11 per month 2.26  0.0307  3.90 (3.99)  13.33 
Additionally see Facebook Basic Forecasting Models to cross-verify your projections. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..
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