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 
 
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Expected price to next headline
April 25, 2017
115.18
Current Value
Downside upside
Downside
114.22
115.48
After-hype Price
Target Price Odds
 Above  Below  
116.74
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
 0.06% 0.42% 0.02%  0.01% 1 Events / Month2 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
115.18115.480.02%
107.69% 

Disney Hype Timeline

On 25 of April The Walt Disney Company is traded for  115.18 . This company has historical hype elasticity of 0.02 and average elasticity to hype of competition of -0.01. The Walt Disney Company is estimated to increase in value after the next headline with price going to jump to 115.48. The average volatility of media hype impact on the company stock price is about 107.69%. The price escalation on the next news is estimated to be 0.02% where as daily expected return is currently at 0.06%. The volatility of related hype on Disney is about 193.85% with expected price after next announcement by competition of 115.17. The company reported last year revenue of 55.63 B. Total Income to common stockholders was 9.39 B with profit before taxes, overhead, and interest of 55.63 B. 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(0.79) 2 per month 0.24  0.33 (0.56)  1.06 (0.99)  2.09 
KongZhong Corporation 0.00 1 per month 0.00  0.46 (0.34)  0.54 (0.13)  0.81 
SINA Corporation 0.40 1 per month 1.13  0.10 (1.36)  2.20 (1.84)  4.64 
Hasbro Inc 0.22 2 per month 0.68  0.07 (0.77)  0.53 (1.32)  2.10 
GameStop Corp(0.67) 2 per month 0.00 (0.02)  0.00  2.32 (2.44)  13.61 
International Game Technology PLC(0.46) 1 per month 0.00 (0.11)  0.00  1.86 (2.52)  7.60