James River Group Stock Probability of Future Stock Price Finishing Under 1.25
| JRVR Stock | USD 4.69 0.02 0.42% |
James |
James River Target Price Odds to finish below 1.25
The tendency of James Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 1.25 or more in 90 days |
| 4.69 | 90 days | 1.25 | near 1 |
Based on a normal probability distribution, the odds of James River to drop to $ 1.25 or more in 90 days from now is near 1 (This James River Group probability density function shows the probability of James Stock to fall within a particular range of prices over 90 days) . Probability of James River Group price to stay between $ 1.25 and its current price of $4.69 at the end of the 90-day period is under 4.
Given the investment horizon of 90 days the stock has the beta coefficient of 2.58 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, James River will likely underperform. Additionally James River Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. James River Price Density |
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Predictive Modules for James River
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as James River Group. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of James River's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
James River Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. James River is not an exception. The market had few large corrections towards the James River's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold James River Group, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of James River within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.85 | |
β | Beta against Dow Jones | 2.58 | |
σ | Overall volatility | 0.82 | |
Ir | Information ratio | -0.16 |
James River Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of James River for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for James River Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| James River Group generated a negative expected return over the last 90 days | |
| James River Group has high historical volatility and very poor performance | |
| The company reported the previous year's revenue of 812.01 M. Net Loss for the year was (107.68 M) with profit before overhead, payroll, taxes, and interest of 268.88 M. | |
| Over 85.0% of the company shares are owned by institutional investors | |
| Latest headline from gurufocus.com: Strategic Acquisition by T. Rowe Price Investment Management in James River Group Holdings |
James River Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of James Stock often depends not only on the future outlook of the current and potential James River's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. James River's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 37.8 M | |
| Cash And Short Term Investments | 2 M |
James River Technical Analysis
James River's future price can be derived by breaking down and analyzing its technical indicators over time. James Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of James River Group. In general, you should focus on analyzing James Stock price patterns and their correlations with different microeconomic environments and drivers.
James River Predictive Forecast Models
James River's time-series forecasting models is one of many James River's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary James River's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about James River Group
Checking the ongoing alerts about James River for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for James River Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| James River Group generated a negative expected return over the last 90 days | |
| James River Group has high historical volatility and very poor performance | |
| The company reported the previous year's revenue of 812.01 M. Net Loss for the year was (107.68 M) with profit before overhead, payroll, taxes, and interest of 268.88 M. | |
| Over 85.0% of the company shares are owned by institutional investors | |
| Latest headline from gurufocus.com: Strategic Acquisition by T. Rowe Price Investment Management in James River Group Holdings |
Additional Tools for James Stock Analysis
When running James River's price analysis, check to measure James River's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy James River is operating at the current time. Most of James River's value examination focuses on studying past and present price action to predict the probability of James River's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move James River's price. Additionally, you may evaluate how the addition of James River to your portfolios can decrease your overall portfolio volatility.