Raymond James Financial Stock Market Value
| RJF Stock | USD 127.54 0.40 0.31% |
| Symbol | Raymond |
Raymond James Financial Price To Book Ratio
Is Raymond James' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Raymond James. If investors know Raymond will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Raymond James listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.009 | Dividend Share 1.71 | Earnings Share 7.98 | Revenue Per Share 55.841 | Quarterly Revenue Growth 0.083 |
The market value of Raymond James Financial is measured differently than its book value, which is the value of Raymond that is recorded on the company's balance sheet. Investors also form their own opinion of Raymond James' value that differs from its market value or its book value, called intrinsic value, which is Raymond James' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Raymond James' market value can be influenced by many factors that don't directly affect Raymond James' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Raymond James' value and its price as these two are different measures arrived at by different means. Investors typically determine if Raymond James is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Raymond James' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Raymond James 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Raymond James' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Raymond James.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Raymond James on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Raymond James Financial or generate 0.0% return on investment in Raymond James over 30 days. Raymond James is related to or competes with Tradeweb Markets, PJT Partners, Moelis, LPL Financial, Houlihan Lokey, Stifel Financial, and Evercore Partners. Raymond James Financial, Inc., a diversified financial services company, provides private client group, capital markets,... More
Raymond James Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Raymond James' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Raymond James Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.103 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.79 |
Raymond James Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raymond James' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raymond James' standard deviation. In reality, there are many statistical measures that can use Raymond James historical prices to predict the future Raymond James' volatility.| Risk Adjusted Performance | 0.1219 | |||
| Jensen Alpha | 0.1144 | |||
| Total Risk Alpha | 0.0476 | |||
| Sortino Ratio | 0.0985 | |||
| Treynor Ratio | 0.199 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Raymond James' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Raymond James Financial Backtested Returns
We consider Raymond James very steady. Raymond James Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Raymond James Financial, which you can use to evaluate the volatility of the company. Please check Raymond James' Semi Deviation of 0.8489, coefficient of variation of 530.72, and Risk Adjusted Performance of 0.1219 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Raymond James has a performance score of 13 on a scale of 0 to 100. The company holds a Beta of 1.01, which implies a somewhat significant risk relative to the market. Raymond James returns are very sensitive to returns on the market. As the market goes up or down, Raymond James is expected to follow. Raymond James Financial right now holds a risk of 1.11%. Please check Raymond James Financial semi variance, as well as the relationship between the accumulation distribution and day typical price , to decide if Raymond James Financial will be following its historical price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Raymond James Financial has good reverse predictability. Overlapping area represents the amount of predictability between Raymond James time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Raymond James Financial price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Raymond James price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 5.03 |
Raymond James Financial lagged returns against current returns
Autocorrelation, which is Raymond James stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Raymond James' stock expected returns. We can calculate the autocorrelation of Raymond James returns to help us make a trade decision. For example, suppose you find that Raymond James has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Raymond James regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Raymond James stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raymond James stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raymond James stock over time.
Current vs Lagged Prices |
| Timeline |
Raymond James Lagged Returns
When evaluating Raymond James' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raymond James stock have on its future price. Raymond James autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Raymond James autocorrelation shows the relationship between Raymond James stock current value and its past values and can show if there is a momentum factor associated with investing in Raymond James Financial.
Regressed Prices |
| Timeline |
Raymond James Investors Sentiment
The influence of Raymond James' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Raymond. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Raymond James' public news can be used to forecast risks associated with an investment in Raymond. The trend in average sentiment can be used to explain how an investor holding Raymond can time the market purely based on public headlines and social activities around Raymond James Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Raymond James' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Raymond James' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Raymond James' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Raymond James.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Raymond James in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Raymond James' short interest history, or implied volatility extrapolated from Raymond James options trading.
Currently Active Assets on Macroaxis
When determining whether Raymond James Financial is a strong investment it is important to analyze Raymond James' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Raymond James' future performance. For an informed investment choice regarding Raymond Stock, refer to the following important reports:Check out Raymond James Correlation, Raymond James Volatility and Raymond James Alpha and Beta module to complement your research on Raymond James. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Raymond Stock analysis
When running Raymond James' price analysis, check to measure Raymond James' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Raymond James is operating at the current time. Most of Raymond James' value examination focuses on studying past and present price action to predict the probability of Raymond James' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raymond James' price. Additionally, you may evaluate how the addition of Raymond James to your portfolios can decrease your overall portfolio volatility.
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Raymond James technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.