James River Group Stock Market Value
| JRVR Stock | USD 8.20 0.12 1.49% |
| Symbol | James |
James River Group Price To Book Ratio
Is James River's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of James River. If investors know James will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about James River listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.864 | Dividend Share 0.2 | Earnings Share 1.73 | Revenue Per Share 21.747 | Quarterly Revenue Growth 0.049 |
The market value of James River Group is measured differently than its book value, which is the value of James that is recorded on the company's balance sheet. Investors also form their own opinion of James River's value that differs from its market value or its book value, called intrinsic value, which is James River's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because James River's market value can be influenced by many factors that don't directly affect James River's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between James River's value and its price as these two are different measures arrived at by different means. Investors typically determine if James River is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, James River's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
James River 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to James River's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of James River.
| 04/21/2024 |
| 05/21/2024 |
If you would invest 0.00 in James River on April 21, 2024 and sell it all today you would earn a total of 0.00 from holding James River Group or generate 0.0% return on investment in James River over 30 days. James River is related to or competes with MBIA. James River Group Holdings, Ltd., through its subsidiaries, provides specialty insurance and reinsurance services in the... More
James River Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure James River's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess James River Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 23.94 | |||
| Value At Risk | (6.46) | |||
| Potential Upside | 5.29 |
James River Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for James River's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as James River's standard deviation. In reality, there are many statistical measures that can use James River historical prices to predict the future James River's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | 0.9856 |
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 Group Backtested Returns
James River Group holds Efficiency (Sharpe) Ratio of -0.0673, which attests that the entity had a -0.0673% return per unit of risk over the last 3 months. James River Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out James River's Risk Adjusted Performance of (0.03), standard deviation of 4.14, and Market Risk Adjusted Performance of 0.9956 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning James River are expected to decrease at a much lower rate. During the bear market, James River is likely to outperform the market. James River Group has an expected return of -0.28%. Please make sure to check out James River jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if James River Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.62 |
Good predictability
James River Group has good predictability. Overlapping area represents the amount of predictability between James River time series from 21st of April 2024 to 6th of May 2024 and 6th of May 2024 to 21st of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of James River Group price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current James River price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
James River Group lagged returns against current returns
Autocorrelation, which is James River stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting James River's stock expected returns. We can calculate the autocorrelation of James River returns to help us make a trade decision. For example, suppose you find that James River has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
James River regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If James River stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if James River stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in James River stock over time.
Current vs Lagged Prices |
| Timeline |
James River Lagged Returns
When evaluating James River's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of James River stock have on its future price. James River autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, James River autocorrelation shows the relationship between James River stock current value and its past values and can show if there is a momentum factor associated with investing in James River Group.
Regressed Prices |
| Timeline |
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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.
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