James Stock Market Value

JRVR -  USA Stock  

USD 34.07  1.10  3.34%

James River's market value is the price at which a share of James River stock trades on a public exchange. It measures the collective expectations of James River Gp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of James River Gp and determine expected loss or profit from investing in James River over a given investment horizon. Please see James River Hype Analysis, James River Correlation, James River Valuation, James River Volatility, as well as analyze James River Alpha and Beta and James River Performance.
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The market value of James River Gp 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 Gp underlying business (such as 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 James River value 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.
0.00
07/21/2021
No Change 0.00  0.0 
In 2 months and 2 days
09/19/2021
0.00
If you would invest  0.00  in James River on July 21, 2021 and sell it all today you would earn a total of 0.00 from holding James River Gp or generate 0.0% return on investment in James River over 60 days. James River is related to or competes with Investors Title. James River Group Holdings, Ltd., through its subsidiaries, provides specialty insurance and reinsurance services in the...

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 Gp upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of James River in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
32.6034.0835.56
Details
Intrinsic
Valuation
LowReal ValueHigh
30.6642.4943.97
Details
Naive
Forecast
LowNext ValueHigh
32.7534.2335.70
Details
4 Analysts
Consensus
LowTarget PriceHigh
45.0050.0056.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as James River. Your research has to be compared to or analyzed against James River's peers to derive any actionable benefits. When done correctly, James River's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in James River Gp.

James River Gp Backtested Returns

James River Gp holds Efficiency (Sharpe) Ratio of -0.0584, which attests that the entity had -0.0584% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. James River Gp exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out James River market risk adjusted performance of (0.1), and Risk Adjusted Performance of (0.030681) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of 0.8149, which attests to possible diversification benefits within a given portfolio. Let's try to break down what James's beta means in this case. As returns on the market increase, James River returns are expected to increase less than the market. However, during the bear market, the loss on holding James River will be expected to be smaller as well. Even though it is essential to pay attention to James River Gp current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. James River Gp exposes twenty-eight different technical indicators, which can help you to evaluate its performance. James River Gp has an expected return of -0.0863%. Please be advised to check out James River maximum drawdown, as well as the relationship between the skewness and day typical price to decide if James River Gp performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.86)   

Excellent reverse predictability

James River Gp has excellent reverse predictability. Overlapping area represents the amount of predictability between James River time series from 21st of July 2021 to 20th of August 2021 and 20th of August 2021 to 19th of September 2021. 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 Gp price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current James River price fluctuation can be explain by its past prices. Given that James River Gp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of James River for similar time interval.
Correlation Coefficient-0.86
Spearman Rank Test-0.74
Residual Average0.0
Price Variance3.17

James River Gp 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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 Gp.
 Regressed Prices 
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      Timeline 

James River Investors Sentiment

The influence of James River's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in James. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - JRVR

James River Gp Investor Sentiment

Most of Macroaxis users are currently bullish on James River Gp. What is your judgment towards investing in James River Gp? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see James River Hype Analysis, James River Correlation, James River Valuation, James River Volatility, as well as analyze James River Alpha and Beta and James River Performance. Note that the James River Gp information on this page should be used as a complementary analysis to other James River's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running James River Gp 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 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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James River technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of James River technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of James River trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...