James River Group Stock Alpha and Beta Analysis
| JRVR Stock | USD 4.71 0.08 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as James River Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in James River over a specified time horizon. Remember, high James River's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to James River's market risk premium analysis include:
Beta 2.58 | Alpha (0.85) | Risk 4.14 | Sharpe Ratio (0.14) | Expected Return (0.60) |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
James |
James River Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. James River market risk premium is the additional return an investor will receive from holding James River long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in James River. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate James River's performance over market.| α | -0.85 | β | 2.58 |
James River expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of James River's Buy-and-hold return. Our buy-and-hold chart shows how James River performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.James River Market Price Analysis
Market price analysis 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 understating and applying James River stock market price indicators, traders can identify James River position entry and exit signals to maximize returns.
James River Return and Market Media
The median price of James River for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.39 with a coefficient of variation of 13.3. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 6.2, and mean deviation of 0.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | JRVR stock touches 52-week low at 6.33 amid market challenges - Investing.com | 09/10/2024 |
2 | Disposition of 555 shares by Michael Crow of James River at 22.74 subject to Rule 16b-3 | 09/20/2024 |
3 | Acquisition by Sherman Ollie L. Jr. of 10204 shares of James River subject to Rule 16b-3 | 09/25/2024 |
| James River dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Disposition of 2188 shares by Michael Hoffmann of James River at 9.8 subject to Rule 16b-3 | 10/15/2024 |
5 | Disposition of 571 shares by Bowman William K of James River at 9.8 subject to Rule 16b-3 | 10/18/2024 |
6 | James River Group Holdings, Ltd. Receives Average Rating of Hold from Analysts | 10/21/2024 |
7 | Acquisition by Richard Schmitzer of 12450 shares of James River at 20.3115 subject to Rule 16b-3 | 10/29/2024 |
8 | American International Group Q3 Earnings and Revenues Top Estimates | 11/04/2024 |
9 | Radian Q3 Earnings Beat Estimates | 11/06/2024 |
10 | Disposition of 1050 shares by Mccoy James Paul of James River at 6.55 subject to Rule 16b-3 | 11/08/2024 |
11 | Disposition of 112500 shares by Botein Matthew of James River at 21.9018 subject to Rule 16b-3 | 11/11/2024 |
12 | James River declares 0.01 dividend | 11/12/2024 |
13 | James River Group Holdings, Ltd. Q3 2024 Earnings Call Transcript | 11/13/2024 |
14 | Strategic Acquisition by T. Rowe Price Investment Management in James River Group Holdings | 11/14/2024 |
About James River Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including James or other stocks. Alpha measures the amount that position in James River Group has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0429 | 0.0178 | 0.0525 | 0.0501 | Price To Sales Ratio | 1.3 | 0.96 | 0.43 | 0.41 |
James River Upcoming Company Events
As portrayed in its financial statements, the presentation of James River's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, James River's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of James River's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of James River. Please utilize our Beneish M Score to check the likelihood of James River's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with James River
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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.