Based on a Monte Carlo Simulation (based on the last 252 trading days) the stock is trading below its par value of $42.48. I'd expect a downtrend reversal/surprise of 2-3% (historic trend) shortly after the earnings call Tuesday if GM can beat earnings per share expectations for 2017. Additionally, both ARIMA(0,1,0) and ARIMA(5,3,1) models are projecting the stock...
Based on the chart and three math models -- ARIMA(5,2,1), ARIMA(0,1,0), and Monte Carlo simulation using past 100 trading days -- BABA was trading below its expected projected value by over 5% prior to January 2nd. Projecting forward 20 days, the expected 20 day forecast from the Monte Carlo is 189 with a return volatility of 12%. Additionally, this is supported...
Based on the chart and two models -- ARIMA(5,2,1) and Monte Carlo using the last 250 days of trading -- FB is projected to reach 185 in the next 17 days with a return volatility of 9. The chart also indicates a strong trend which also targets 187 by Feb 16th.
From a fundamental perspective, the recent drop in FB due to Zuckerberg's recent announcement of a...
Based on the chart and three model calculations -- ARIMA(5,2,1), ARIMA(0,1,0), and Monte Carlo Simulation, using historic returns from last 150 trading days -- I believe this is a good spot to go long on a 345 Put option expiring on Feb 16, which has a 66% of expiring in the money. Based on the models, the stock is trading above its mean Monte Carlo simulation...
