PACCAR Price Prediction and Hype Density Breakdown

PCAR -- USA Stock  

USD 71.53  0.34  0.48%

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

PACCAR After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

PACCAR Estimiated After-Hype Price Volatility

September 15, 2019
71.53
Current Value
71.51
After-hype Price
76.64
Upside
PACCAR is very steady asset. Analysis and calculation of next after-hype price of PACCAR is based on 3 months time horizon.

PACCAR Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.07% 1.71% 0.02%  0.03% 21 Events / Month8 Events / MonthIn about 21 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
71.5371.510.03%
657.69% 

PACCAR Hype Timeline

PACCAR is at this time traded for71.53. The entity has historical hype elasticity of -0.02 and average elasticity to hype of competition of 0.03. PACCAR is projected to decline in value after the next headline with price expected to drop to 71.51. The average volatility of media hype impact on the company stock price is about 657.69%. The price decrease on the next news is expected to be -0.03% where as daily expected return is at this time at 0.07%. The volatility of related hype on PACCAR is about 361.52% with expected price after next announcement by competition of 71.56. About 65.0% of the company shares are owned by institutional investors. The book value of PACCAR was at this time reported as 27.82. The company recorded earning per share (EPS) of 6.79. PACCAR last dividend was issued on 2019-08-13. The entity had 3:2 split on 2007-10-10. Given the investment horizon of 30 days, the next projected press release will be in about 21 days.
Additionally take a look at PACCAR Basic Forecasting Models to cross-verify your projections.

PACCAR Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Hyster Yale Materials Handling(0.16) 23 per month 2.29  0.09  5.19 (3.71)  22.37 
Navistar International Corporat(0.51) 24 per month 0.00 (0.0486)  5.32 (5.61)  13.53 
Oshkosh Corporation Holding Co(2.14) 19 per month 0.00 (0.0307)  2.79 (3.51)  11.93 
PACCAR(0.26) 21 per month 1.54  0.0028  2.90 (2.96)  8.73 
Barnes Group 1.09 21 per month 0.00 (0.0317)  3.55 (3.61)  7.68 
Genpact Limited(0.04) 18 per month 1.32  0.0179  1.74 (2.19)  11.55 
Air Lease Corporation 0.15 20 per month 1.42  0.08  3.17 (2.78)  7.34 
Ampco Pittsburgh Corporation 0.04 23 per month 0.00 (0.0359)  4.02 (4.55)  19.24 
The Boeing Company 4.51 20 per month 1.60  0.0244  2.99 (2.91)  8.24 
Broadridge Financial Solutions 2.05 21 per month 0.00 (0.09)  1.61 (2.10)  6.54 

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Additionally take a look at PACCAR Basic Forecasting Models to cross-verify your projections. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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