blencathra futures equity predictive pricing model v3
TRANSCRIPT
Blencathra Futures Equity Price Forecasting Model
TURN YOUR MICROSOFT EXCEL INTO A POWERFUL INVESTMENT ANALYSIS TOOL
REVIEW HUNDREDS OF SHARES IN A FEW MINUTES TO SELECT FUTURE WINNERS USING PREMIUM ANALYSIS SOFTWARE FOR EQUITY MARKETS USING MICROSOFT EXCEL VBA (VISUAL BASIC FOR APPLICATIONS) AS ITS PLATFORM
www.blencathrafuture.co.uk
e-mail [email protected]
75% projected annualised growth in share prices
on equities selected by the model
Actual performance of shares selected by the model for the six months ending 31 August 2013
Month of selection
Number of equities
identified
% growth in value
Number of months
Annualised growth
March 3 60.6% 5.5 132.2%
April 5 18.5% 4.5 49.3%
May 5 19.7% 3.5 67.5%
June 2 5.3% 2.5 25.4%
July 7 9.0% 1.5 72.0%
August 2 4.5% 0.5 108.0%
Can we predict or forecast equity prices ?
Conventional wisdom is that you cannot beat the market in the long term or even in the medium term
At Blencathra Futures we dispute this, we can demonstrate by using our model that a considerable number of share prices have an identifiable and predictable trend
We can further show that it is possible to identify the start of these trends and when they are ending. Flagging potential buy and sell times
What the market looks like
Risk
Some of these highflying stocks will have erratic trading patterns but a significant group have predictable growth slopes
Growth
The top 10% have shown an average growth in price of 50% over the period (the leading equity growing by 176% )
Comparison
The opening prices have been indexed to base 100 to enable comparisons
The Blencathra Futures model provides the user with the tools to identify these highflyers and separate the
predictable from the erratic The following slides explain the operation of the model
The Model
The process
Our model uses a range of algorithms to evaluate each share and select the potential high performers, reviewing hundreds of shares in a few minutes
Your criteria for growth and appetite for risk are incorporated into the system, which will then select those shares that match or exceed your expectations
The system is user friendly and is backed up with comprehensive manuals and support
The model outputs
For all shares on the data base - individual price growth projections for10,20,40,60,80 100 days forward, each forecast with a specific estimate of risk
Identification of those shares that meet your criteria for growth and risk
A scoring system is used to give a high level assessment of individual equity’s performance
A detailed review of individual shares gives
Detailed forecasts and risk analysis
Graphical analysis of performance and risk
Betas and moving averages
Probability analysis
Traffic light warnings on the portfolio report and other key reports give visual indicators of buy and sell
The steps in running the model
in less than 15 minutes you can have downloaded and evaluated 1000 shares, reviewed those shares identified by the system and considered your buy and sell options
Down load or stream trading data
Refine and validate data
Transfer data to the model
Step 1
data capture
Run evaluation
Review selected equities
Step 2 evaluation
Review detailed analysis
Accept or reject selected equities Step 3 analysis
Update portfolio and monitor for buy and sell flags
Step 4 monitor
Index Name Code Current Price
Growth Score
Stability score
Total Score
Beta 5/10 day growth
projections
10/20 day growth
projections
20/40 day growth
projections
30/60 day growth
projections
40/80 day growth
projections
50/100 day growth
projections
In Portfolio
In Watch
24AAAAAA AAA 591.25 8 8 16 1.03 12.5% 16.0% 15.2% 18.9% 19.1% 19.0% 64BBBBBBB BBBB 276.38 8 10 18 1.69 6.9% 8.5% 16.4% 17.8% 19.9% 22.0% In watch76CCCCCCC CCC 1,305.00 8 10 18 0.41 3.0% 9.3% 13.4% 16.9% 20.2% 22.8%In portfolio80DDDDDDD BPI 502.50 8 6 14 0.61 7.7% 14.2% 13.6% 16.3% 15.9% 17.0% 81EEEEEEEE BPTY 155.70 10 8 18 0.95 3.7% 14.0% 18.4% 34.1% 36.7% 31.3%In portfolio82FFFFFFFF BRAM 381.12 8 8 16 0.27 4.3% 9.2% 13.3% 15.6% 15.0% 15.4% In watch
Blencathra Futures Forecasting Model
(1) Review report
This report shows those shares selected from the
total data base that match the users criteria for growth
and risk
A detailed review of an individual share can be made by selecting the index and clicking the
view share button on the menu
Scores are determined by whether projected
growth and risk exceed the target set by the user for each of the projected
fields
The next slides show examples of some of the reports produced by the system
2) Risk and growth projections for an individual share
XXXXXXX plc present price 39.00
Days forward5/10 days
10/20 days
20/40 days
30/60 days
40/80 days
50/100 days
Projected price 40.9 43.7 51.0 50.9 49.9 48.3
Growth estimates 5.3% 12.6% 31.3% 31.0% 28.5% 24.5%
Stability 99.2% 99.5% 98.0% 92.3% 87.4% 80.4%
Stability 8 Growth 9 Total 17
Beta 0.70
Number of days
projected forward
Score for projected
performance
(
last 100 days 50 days 40 days
% increases
total % growth
total % losses
% increases
total % growth
total % losses
% increases
total % growth
total % losses
Index 52.0% 35.0% -31.9% 46.0% 12.8% -12.1% 47.5% 10.8% -10.2% AN Other PLC 52.0% 101.4% -84.4% 52.0% 73.0% -39.9% 52.5% 66.5% -34.1%
last 30days 20 days 10 days
% increases
total % growth
total % losses
% increases
total % growth
total % losses
% increases
total % growth
total % losses
Index 43.3% 7.9% -8.4% 50.0% 5.7% -4.3% 40.0% 2.2% -2.6%AN Other PLC 53.3% 57.1% -29.4% 60.0% 49.1% -16.0% 50.0% 31.1% -10.6%
The column headed “% increases” is the number of daily
increases in price over last 100, 50, 40 days etc
expressed as % the total number of dayss
(3) Probability Analysis (see graph on next slide for this data plotted in a
moving pattern)
“ total % growth” is total
growth achieved on the
days when prices
increased. This is expressed as a % of the
first price
“total % losses” is the
total loss during the
period expressed as a % of the period
start price
(4) Moving growth pattern over a 10 day period this shows a recent strongly improving trend other charts in this group cover 20, 30 ,40 and 50 day cycles
(5) Forecast performance
This graph shows how accurate forward projections have been for different forecast periods – where stability is low i.e. risk is
high, the forecast variation will be higher. As the risk falls, variation falls.
Buy points occur when forecast accuracy tends to be below 5%
(6) Comparative performance of a share against index. This comparison can be made against four different indices
www.blencathrafutures.co.uk
The Blencathra Futures equity price forecasting model is a powerful tool to add to your
investment analysis kit. It is easy to use searching and finding the best potential prospects for growth from hundreds or thousands of shares in a few minutes
visit our web site at
Warning Blencathra Futues Ltd does not offer investment advice. The Blencathra Futures
Predictive Pricing Model estimates future prices, trends and risk levels for equities commodities or currencies. Investors must be aware that markets are impacted by a large range of risks on a daily basis and some of these risks can be totally unpredictable even when using sophisticated analysis
systems such as the Blencathra Futures model and can have significant negative impacts on prices and values of investments
e-mail [email protected]