JRVR Forecast


Bullish Case: The JTBR data and recent institutional investments could indicate potential recovery, driven by mean reversion trends and improved market conditions, possibly leading to a return around +12% in the next year.


Bearish Case: Continued historical underperformance and negative market sentiment may push JRVR down further, with projections indicating a possibility of losses exceeding -30% over the next year due to ongoing operational issues.


Potential Outcomes:

1. Earnings recovery (70%): Likely robust earnings performance could spur price lift.

2. Consistent declines (20%): Declining trends could persist due to historical data.

3. Stability (10%): Price may stabilize around $8 with minimal movement in the short term.


Trading Oracle: Consider using bearish credit spreads by selling 10.00 C options expiring in August 2024 for maximum premium capture, banking on the stock's high implied volatility and mean-reverting price trend. Target a short horizon to capitalize on expected ongoing decline.


July 25, 2024


James River Forecast

JRVR      James River











Correlated Assets

Assets that tend to move strongly with JRVR



LI Forecast + Options Trading Strategies   LI  Li Auto (0.72)


VFC Forecast + Options Trading Strategies   VFC  VF (0.71)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.25)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.74)



Uncorrelated Assets

Assets with little price relationship to JRVR



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.25)


VFC Forecast + Options Trading Strategies   VFC  VF (0.71)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.72)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.74)



Anticorrelated Assets

Assets that tend to move strongly against JRVR



LI Forecast + Options Trading Strategies   LI  Li Auto (0.72)


VFC Forecast + Options Trading Strategies   VFC  VF (0.71)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.25)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.74)





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