Alcoa Price Prediction

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 Inc brand which may create opportunities for some arbitrage if properly timed. With Alcoa hype-based prediction module you can estimate the value of Alcoa Inc 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.
Investment Horizon     30 Days    Login   to change

Alcoa estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
January 17, 2017
32.91
Current Value
Downside upside
33.27
After-hype Price
Target Price Odds
 Above  Below  
40.83
Upside
Upside upside
Alcoa is not too volatile asset. Analysis and calculation of next after-hype price of Alcoa Inc is based on 1 month time horizon.

Alcoa Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.65% 2.52% 0.26%  0.17% 2 Events / Month2 Events / MonthIn 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
32.9133.270.79%
630.00% 

Alcoa Hype Timeline

As of January 17, 2017 Alcoa Inc is going for 32.91 . This company has historical hype elasticity of 0.26 and average elasticity to hype of competition of 0.17. Alcoa Inc is suggested to increase in value after the next headline with price going to jump to 33.27. The average volatility of media hype impact on the company stock price is about 630.0%. The price increase on the next news is estimated to be 0.79% where as daily expected return is presently at 0.65%. The volatility of related hype on Alcoa is about 955.45% with expected price after next announcement by competition of 33.08. The company generated yearly revenue of 9.23 B. Annual Net Loss to common stockholders was (1.09 B) with gross profit of 4.46 B. Allowing for the 30-days total investment horizon, the next suggested press release will be in 5 to 10 days.
Check also Alcoa Basic Forecasting Models to cross-verify your projections.

Alcoa Related Hype Analysis

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Aluminum Corporation Of China Limited 0.02 1 per month 0.00 (0.03)  0.00  2.61 (3.13)  8.23 
Alcoa Inc 0.40 2 per month 1.66  0.18 (2.52)  4.96 (2.80)  8.87 
Kaiser Aluminum Corporation 2.30 2 per month 0.00 (0.05)  0.00  3.33 (3.53)  9.44 
Century Aluminum Co(0.13) 2 per month 2.62  0.20 (6.86)  11.96 (4.30)  16.97 
Realm Resources Limited 0.00 0 per month 0.00  0.00  0.00  0.00  0.00  0.00 
Reliance Steel Aluminum Co(0.51) 2 per month 0.00 (0.06)  0.00  2.70 (1.55)  5.61 
Southern Copper Corp 0.59 2 per month 0.96  0.18 (1.31)  3.35 (2.25)  4.68 
Allegheny Technologies Inc(0.56) 2 per month 0.00 (0.04)  0.00  5.49 (3.98)  10.24