Disney Price Prediction

Macroaxis is not in business of monitoring Disney 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 The Walt Disney Company brand which may create opportunities for some arbitrage if properly timed. With Disney hype-based prediction module you can estimate the value of The Walt Disney Company from the prospective of Disney 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 Disney over a specific investment horizon. Additionally see Disney Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Disney estimiated after-hype price volatility

 Next price density 
 
Embed  
  Expected price to next headline  
March 24, 2017
112.24
Current Value
Downside upside
Downside
110.82
112.23
After-hype Price
Target Price Odds
 Above  Below  
113.64
Upside
Upside upside
Disney is not too risky asset. Analysis and calculation of next after-hype price of The Walt Disney is based on 1 month time horizon.

Disney Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.09% 0.47% 0.01%  0.14% 1 Events / Month2 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
112.24112.230.01%
460.78% 

Disney Hype Timeline

On 24 of March The Walt Disney Company is traded for  112.24 . This company has historical hype elasticity of -0.01 and average elasticity to hype of competition of -0.14. The Walt Disney Company is estimated to decline in value after the next headline with price expected to drop to 112.23. The average volatility of media hype impact on the company stock price is about 460.78%. The closing price depreciation on the next news is expected to be -0.01% where as daily expected return is currently at 0.09%. The volatility of related hype on Disney is about 30.39% with expected price after next announcement by competition of 112.1. About 63.0% of the company shares are held by institutions such as insurance companies. Book value of The Walt Disney Company was currently as 26.91. The company has Price/Earnings To Growth (PEG) ratio of 1.76. The Walt Disney Company recorded earning per share (EPS) of 5.73. This company last dividend was issued on 2016-12-08. The firm had 1014:1000 split on June 13, 2007. Considering 30-days investment horizon, the next estimated press release will be in a few days.
Additionally see Disney Basic Forecasting Models to cross-verify your projections.

Disney Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Electronic Arts Inc 1.00 1 per month 0.59  0.17 (0.68)  1.33 (0.92)  2.96 
KongZhong Corporation 0.04 2 per month 0.00  0.65 (0.33)  0.54 (0.28)  1.11 
SINA Corporation(10.98) 1 per month 0.00 (0.05)  0.00  4.35 (1.85)  17.83 
Hasbro Inc 0.15 1 per month 0.62  0.23 (0.58)  1.09 (0.73)  2.67 
GameStop Corp 0.51 1 per month 0.00 (0.06)  0.00  2.54 (3.93)  10.66 
International Game Technology PLC 0.00 3 per month 0.00 (0.11)  0.00  2.36 (1.25)  18.28