Stock Market Share Price Forecasting

1. Stock Market Equity Price Forecasting Model
REVIEW HUNDREDS OF SHARES IN A FEW MINUTES TO SELECT FUTURE WINNERS
WITH PREMIUM ANALYSIS SOFTWARE FOR EQUITY MARKETS USING MICROSOFT
EXCEL VBA (VISUAL BASIC FOR APPLICATIONS) AS ITS PLATFORM
www.blencathrafuture.co.uk
e-mail ppmodel@blencathrafutures.co.uk

2. +75% projected annualised growth in share prices *
on equities selected by the model
Performance of shares selected from the UK’s leading 550+ equities
for the period ending 30 September 2013
Month when
flagged 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%
*annualised growth assumes that the proceeds of sales are re-invested in new
purchases to create continued growth

3. 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

4. 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

5. The Model
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

6. 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

Runs on Microsoft Office Excel using the power of Excel’s Visual Basic
Applications

7. 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


Graphical analysis of performance and risk

Betas and moving averages


Detailed forecasts and risk analysis
Probability analysis
Traffic light warnings on the portfolio report and other key reports give visual
indicators of buy and sell

8. The steps in running the model
in less than 15 minutes you can download and evaluate a 1000 shares, review those
shares identified by the system and consider your buy and sell options
Step 1 data
capture
Step 2
evaluation
Step 3 analyse
and monitor
•Down load or accept streamed data refine and validate data and transfer to
model
•Run evaluation , review selected shares, run detailed analysis of off shares
being considered for purchase
•Review portfolio for sell flags and run detailed analysis of potential sales

9. The next slides show examples of some of the reports
produced by the system
(1)
Review report
Blencathra Futures Forecasting Model
Index
24AAAAAA
64BBBBBBB
76CCCCCCC
80DDDDDDD
81EEEEEEEE
82FFFFFFFF
Name
Code
AAA
BBBB
CCC
BPI
BPTY
BRAM
Current Growth Stability
Price
Score
score
591.25
276.38
1,305.00
502.50
155.70
381.12
This report shows those shares
selected from the total data
base that match the users
criteria for growth and risk
8
8
8
8
10
8
8
10
10
6
8
8
Total
Score
16
18
18
14
18
16
Beta
1.03
1.69
0.41
0.61
0.95
0.27
5/10 day 10/20 day 20/40 day 30/60 day 40/80 day 50/100 day
In
In Watch
growth
growth
growth
growth
growth
growth Portfolio
projections projections projections projections projections projections
12.5%
6.9%
3.0%
7.7%
3.7%
4.3%
A detailed review of an
individual share can be
made by selecting the
index and clicking the view
share button on the menu
16.0%
8.5%
9.3%
14.2%
14.0%
9.2%
15.2%
16.4%
13.4%
13.6%
18.4%
13.3%
18.9%
17.8%
16.9%
16.3%
34.1%
15.6%
19.1%
19.9%
20.2%
15.9%
36.7%
15.0%
19.0%
22.0%
In watch
22.8%In portfolio
17.0%
31.3%In portfolio
15.4%
In watch
Scores are determined by
whether projected growth
and risk exceed the
target set by the user for
each of the projected
fields

10. (
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%
Number of
days
projected
forward
80.4%
Stability
Beta
8
0.70
Growth
9
Total
17
Score for
projected
performance

11. (3) Probability Analysis (see graph on next
slide for this data plotted in a moving pattern)
“total % losses” is
the total loss
during the period
expressed as a %
of the period start
price
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
last
Index
AN Other PLC
last
Index
AN Other PLC
100 days
50 days
40 days
%
total % total %
%
total % total %
%
total % total %
increases growth losses increases growth losses increases growth losses
52.0% 35.0%
52.0% 101.4%
-31.9%
-84.4%
46.0%
52.0%
12.8%
73.0%
-12.1%
-39.9%
47.5%
52.5%
10.8%
66.5%
-10.2%
-34.1%
30days
20 days
10 days
%
total % total %
%
total % total %
%
total % total %
increases growth losses increases growth losses increases growth losses
43.3%
53.3%
7.9%
57.1%
-8.4%
-29.4%
50.0%
60.0%
5.7%
49.1%
-4.3%
-16.0%
40.0%
50.0%
2.2%
31.1%
-2.6%
-10.6%
“ total % growth”
is total growth
achieved on the
days when prices
increased. This is
expressed as a %
of the first price

12. (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

13. (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%

14. (6) Comparative performance of a share against index. This comparison can be made
against four different indices

15. 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
www.blencathrafutures.co.uk
e-mail ppmodel@blencathrafutures.co.uk
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