N Brown Group29 Oct 2021 16:51
Fundamental analysis: https://ibb.co/DzyhMyQ (image)
Completed a monte carlo simulation if anyone is interested. Based off daily data going back to 24/03/2020 (more weight added to last 100 days for SD). Simulation for next 261 trading days to 31/10/2022:
Average 31/10/2022 (Across 22 MC simulations): 129.40p
5% chance higher than (95th): 293.21p
70% chance higher than (30th) :78.88p
95% chance higher than (5th): 62.20p
99% chance higher than (1st): 38.60p
Conditioned on systemic risk, this is currently a buy for me.
Can send anyone the full document if interested.