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Northern Funds Price Prediction and Hype Density Breakdown

NO
NOLVX -- USA Fund  

USD 18.06  0.02  0.11%

We analyze noise-free headlines and recent hype associated with Northern Funds Large Cap Value which may create opportunities for some arbitrage if properly timed. Using Northern Funds hype-based prediction you can estimate the value of Northern Funds Large Cap Value from the prospective of Northern Funds 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 Northern Funds over a specific investment horizon. Additionally see Northern Funds Basic Forecasting Models to cross-verify your projections.

Northern Funds After-Hype Price Density Analysis

 Next price density 
    
  Expected price to next headline 

Northern Funds Estimiated After-Hype Price Volatility

Current Value
18.06
February 20, 2020
18.15
After-hype Price
20.19
Upside
Northern Funds is not too volatile asset. Analysis and calculation of next after-hype price of Northern Funds Large is based on 3 months time horizon.

Northern Funds Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.02  0.68  0.00   0.00  2 Events / Month0 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
18.0618.150.00 
971.43  

Northern Funds Hype Timeline

Northern Funds Large is now traded for18.06. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Northern Funds Large Cap Value is anticipated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 971.43%. The immediate return on the next news is anticipated to be very small where as daily expected return is now at 0.02%. The volatility of relative hype elasticity to Northern Funds is about 1748.57%%. The volatility of related hype on Northern Funds is about 1748.57% with expected price after next announcement by competition of 18.06. The company has price-to-book ratio of 1.5. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Northern Funds Large last dividend was issued on 12/19/2019. Assuming 30 trading days horizon, the next anticipated press release will be in a few days.
Additionally see Northern Funds Basic Forecasting Models to cross-verify your projections.

Northern Funds Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Lord Abbett Affiliated Fd 0.00 0 per month 0.80 (0.08)  1.23 (1.85)  3.93 
TIAA CREF Large Cap Value Fund 0.00 0 per month 0.77 (0.0475)  1.09 (1.08)  3.25 
TIAA CREF Large Cap Value Fund 0.00 0 per month 0.71 (0.04)  1.23 (1.16)  4.54 
TIAA CREF Large Cap Value Fund 0.22 1 per month 0.69 (0.05)  1.23 (1.08)  3.26 
Fidelity Equity Dividend Income 0.00 0 per month 0.00 (0.07)  1.33 (1.58)  8.94 
American Beacon Large Cap Value 0.00 0 per month 0.00 (0.05)  1.42 (1.44)  19.95 
American Beacon Large Cap Value 0.13 4 per month 0.00 (0.06)  1.48 (1.38)  18.88 
American Beacon Large Cap Value 0.00 0 per month 0.00 (0.14)  1.15 (1.30)  10.25 
Hartford Equity Income Fund Cl 0.00 0 per month 0.00 (0.14)  0.77 (0.75)  7.00 
Additionally see Northern Funds Basic Forecasting Models to cross-verify your projections. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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