James River Stock Forecast - Simple Regression

JRVR Stock  USD 6.60  0.15  2.22%   
The Simple Regression forecasted value of James River Group on the next trading day is expected to be 6.80 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.96. James Stock Forecast is based on your current time horizon. Although James River's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of James River's systematic risk associated with finding meaningful patterns of James River fundamentals over time.
As of today the relative strength indicator of James River's share price is below 20 . This indicates that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of James River's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of James River and does not consider all of the tangible or intangible factors available from James River's fundamental data. We analyze noise-free headlines and recent hype associated with James River Group, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting James River's stock price prediction:
Quarterly Earnings Growth
(0.53)
EPS Estimate Next Quarter
0.3412
EPS Estimate Current Year
1.1809
EPS Estimate Next Year
1.1971
Wall Street Target Price
7.3333
Using James River hype-based prediction, you can estimate the value of James River Group from the perspective of James River response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards James River using James River's stock options and short interest. It helps to benchmark the overall future attitude of investors towards James using crowd psychology based on the activity and movement of James River's stock price.

James River Short Interest

An investor who is long James River may also wish to track short interest. As short interest increases, investors should be becoming more worried about James River and may potentially protect profits, hedge James River with its derivative instruments, or be ready for some potential downside.
200 Day MA
5.5632
Short Percent
0.0481
Short Ratio
3.51
Shares Short Prior Month
885.7 K
50 Day MA
6.14

James River Group Hype to Price Pattern

Investor biases related to James River's public news can be used to forecast risks associated with an investment in James. The trend in average sentiment can be used to explain how an investor holding James can time the market purely based on public headlines and social activities around James River Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

James River Implied Volatility

    
  1.22  
James River's implied volatility exposes the market's sentiment of James River Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if James River's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that James River stock will not fluctuate a lot when James River's options are near their expiration.
The Simple Regression forecasted value of James River Group on the next trading day is expected to be 6.80 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.96.

James River after-hype prediction price

    
  USD 6.79  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of James River to cross-verify your projections.

Open Interest Against 2026-03-20 James Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast James River's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in James River's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for James River stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current James River's open interest, investors have to compare it to James River's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of James River is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in James. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.

James River Additional Predictive Modules

Most predictive techniques to examine James price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for James using various technical indicators. When you analyze James charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Simple Regression model is a single variable regression model that attempts to put a straight line through James River price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

James River Simple Regression Price Forecast For the 24th of January

Given 90 days horizon, the Simple Regression forecasted value of James River Group on the next trading day is expected to be 6.80 with a mean absolute deviation of 0.16, mean absolute percentage error of 0.05, and the sum of the absolute errors of 9.96.
Please note that although there have been many attempts to predict James Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that James River's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

James River Stock Forecast Pattern

Backtest James RiverJames River Price PredictionBuy or Sell Advice 

James River Forecasted Value

In the context of forecasting James River's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. James River's downside and upside margins for the forecasting period are 3.70 and 9.90, respectively. We have considered James River's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
6.60
6.80
Expected Value
9.90
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of James River stock data series using in forecasting. Note that when a statistical model is used to represent James River stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria115.1947
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1633
MAPEMean absolute percentage error0.0267
SAESum of the absolute errors9.9633
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as James River Group historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

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.
Hype
Prediction
LowEstimatedHigh
3.696.799.89
Details
Intrinsic
Valuation
LowRealHigh
3.756.859.95
Details
4 Analysts
Consensus
LowTargetHigh
6.677.338.14
Details

James River After-Hype Price Prediction Density Analysis

As far as predicting the price of James River at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in James River or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of James River, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

James River Estimiated After-Hype Price Volatility

In the context of predicting James River's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on James River's historical news coverage. James River's after-hype downside and upside margins for the prediction period are 3.69 and 9.89, respectively. We have considered James River's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
6.60
6.79
After-hype Price
9.89
Upside
James River is slightly risky at this time. Analysis and calculation of next after-hype price of James River Group is based on 3 months time horizon.

James River Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as James River is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading James River backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with James River, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.41 
3.10
  0.04 
  0.04 
8 Events / Month
6 Events / Month
In about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
6.60
6.79
0.59 
3,100  
Notes

James River Hype Timeline

James River Group is currently traded for 6.60. The entity has historical hype elasticity of 0.04, and average elasticity to hype of competition of 0.04. James is anticipated to increase in value after the next headline, with the price projected to jump to 6.79 or above. The average volatility of media hype impact on the company the price is over 100%. The price gain on the next news is projected to be 0.59%, whereas the daily expected return is currently at 0.41%. The volatility of related hype on James River is about 3100.0%, with the expected price after the next announcement by competition of 6.64. The company reported the previous year's revenue of 707.63 M. Net Loss for the year was (81.12 M) with profit before overhead, payroll, taxes, and interest of 168.35 M. Given the investment horizon of 90 days the next anticipated press release will be in about 8 days.
Check out Historical Fundamental Analysis of James River to cross-verify your projections.

James River Related Hype Analysis

Having access to credible news sources related to James River's direct competition is more important than ever and may enhance your ability to predict James River's future price movements. Getting to know how James River's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how James River may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
LPROOpen Lending Corp 0.14 5 per month 4.14  0.01  8.50 (5.69) 22.07 
TONXTON Strategy Co 0.28 9 per month 0.00 (0.06) 12.47 (10.10) 31.21 
YRDYirendai(0.41)8 per month 0.00 (0.26) 3.77 (3.75) 13.29 
MBIMBIA Inc(0.32)8 per month 2.30 (0.02) 4.61 (3.35) 16.36 
LIENChicago Atlantic BDC 0.09 5 per month 1.40  0.02  2.70 (1.71) 7.58 
FOAFinance of America(0.56)10 per month 2.23  0.03  3.36 (4.10) 12.15 
SZZLSizzle Acquisition Corp 0.01 8 per month 0.11 (0.42) 0.49 (0.29) 1.18 
PRHIZPresurance Holdings 1.79 1 per month 0.00 (0.05) 3.57 (6.25) 17.47 
SUIGSUI Group Holdings(0.08)6 per month 0.00 (0.11) 13.06 (11.23) 29.10 
SSSSSuRo Capital Corp 0.06 9 per month 1.91  0.01  3.89 (3.42) 17.41 

Other Forecasting Options for James River

For every potential investor in James, whether a beginner or expert, James River's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. James Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in James. Basic forecasting techniques help filter out the noise by identifying James River's price trends.

James River Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with James River stock to make a market-neutral strategy. Peer analysis of James River could also be used in its relative valuation, which is a method of valuing James River by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

James River Market Strength Events

Market strength indicators help investors to evaluate how James River stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading James River shares will generate the highest return on investment. By undertsting and applying James River stock market strength indicators, traders can identify James River Group entry and exit signals to maximize returns.

James River Risk Indicators

The analysis of James River's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in James River's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting james stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Story Coverage note for James River

The number of cover stories for James River depends on current market conditions and James River's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that James River is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about James River's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

James River Short Properties

James River's future price predictability will typically decrease when James River's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of James River Group often depends not only on the future outlook of the 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 Outstanding38.7 M
Cash And Short Term Investments979.5 M

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.