Blencathra futures equity predictive pricing model v5
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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]
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Transcript of Blencathra futures equity predictive pricing model v5
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
Month whenflagged to buy
selection
Number of equities
flagged for
purchase
Period in months equities held before
being flagged for
sale or continuing holding
Annualised growth
March 3 3.8 169.5%
April 5 5.1 44.2%
May 5 4.0 59.0%
June 2 3.5 8.7%
July 7 2.5 66.7%
August 2 1.5 26.4%
September 4 1.0 168.6%
Performance of shares selected from the UK’s leading 550+ equities
for the period ending 30 September 2013
*annualised growth assumes that the proceeds of sales are re-invested in new
purchases to create continued growth
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
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 watch
76CCCCCCC CCC 1,305.00 8 10 18 0.41 3.0% 9.3% 13.4% 16.9% 20.2% 22.8%In portfolio
80DDDDDDD 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 portfolio
82FFFFFFFF 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 forward
5/10
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%
increasestotal % 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%
increasestotal % 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]
