Jefferies Financial Group Stock Alpha and Beta Analysis

JEF Stock  USD 44.10  2.03  4.40%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jefferies Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jefferies Financial over a specified time horizon. Remember, high Jefferies Financial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Jefferies Financial's market risk premium analysis include:
Beta
1.3
Alpha
0.0811
Risk
1.16
Sharpe Ratio
0.19
Expected Return
0.22
Please note that although Jefferies Financial alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Jefferies Financial did 0.08  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Jefferies Financial Group stock's relative risk over its benchmark. Jefferies Financial has a beta of 1.30  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jefferies Financial will likely underperform. The Jefferies Financial's current Price Book Value Ratio is estimated to increase to 1.12. The Jefferies Financial's current Enterprise Value Multiple is estimated to increase to 18.84.

Jefferies Financial Quarterly Cash And Equivalents

8.82 Billion

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Jefferies Financial Backtesting, Jefferies Financial Valuation, Jefferies Financial Correlation, Jefferies Financial Hype Analysis, Jefferies Financial Volatility, Jefferies Financial History and analyze Jefferies Financial Performance.

Jefferies Financial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jefferies Financial market risk premium is the additional return an investor will receive from holding Jefferies Financial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Jefferies Financial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Jefferies Financial's performance over market.
α0.08   β1.30

Jefferies Financial expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Jefferies Financial's Buy-and-hold return. Our buy-and-hold chart shows how Jefferies Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Jefferies Financial Market Price Analysis

Market price analysis indicators help investors to evaluate how Jefferies Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jefferies Financial shares will generate the highest return on investment. By understating and applying Jefferies Financial stock market price indicators, traders can identify Jefferies Financial position entry and exit signals to maximize returns.

Jefferies Financial Return and Market Media

The median price of Jefferies Financial for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 40.89 with a coefficient of variation of 4.28. The daily time series for the period is distributed with a sample standard deviation of 1.78, arithmetic mean of 41.47, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Jefferies Financial dividend paid on 27th of February 2024
02/27/2024
1
Trust Co. of Vermont Buys 7,170 Shares of Chevron Co.
03/11/2024
2
Zillow Gr Options Trading A Deep Dive into Market Sentiment
03/15/2024
3
Jefferies cuts Fusion Pharmaceuticals to hold, raises stock target to 21
03/19/2024
4
Astera Labs soars as investors receive latest chip IPO
03/20/2024
5
US STOCKS-Wall St at record highs as rate-cut hopes flourish, chipmakers rally
03/21/2024
6
Revenues matrix remains firm for Hotels in February 11MFY24 average room revenue growth in double digits
03/22/2024
7
Jefferies raises LVMH target to EUR790 on steady market share
03/25/2024
8
Britains Marex Group reports 75 percent surge in annual revenue in US IPO filing
03/26/2024
9
Should you add Jefferies to your portfolio
03/27/2024

About Jefferies Financial Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Jefferies or other stocks. Alpha measures the amount that position in Jefferies Financial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2020 2021 2022 2024 (projected)
Price To Sales Ratio1.161.381.110.67
Price Earnings Ratio5.6612.5529.6953.38

Jefferies Financial Upcoming Company Events

As portrayed in its financial statements, the presentation of Jefferies Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jefferies Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jefferies Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jefferies Financial. Please utilize our Beneish M Score to check the likelihood of Jefferies Financial's management manipulating its earnings.
26th of March 2024
Upcoming Quarterly Report
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25th of June 2024
Next Financial Report
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29th of February 2024
Next Fiscal Quarter End
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13th of January 2025
Next Fiscal Year End
View
30th of November 2023
Last Quarter Report
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30th of November 2023
Last Financial Announcement
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Build Portfolio with Jefferies Financial

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When determining whether Jefferies Financial is a strong investment it is important to analyze Jefferies Financial's 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 Jefferies Financial's future performance. For an informed investment choice regarding Jefferies Stock, refer to the following important reports:
Check out Jefferies Financial Backtesting, Jefferies Financial Valuation, Jefferies Financial Correlation, Jefferies Financial Hype Analysis, Jefferies Financial Volatility, Jefferies Financial History and analyze Jefferies Financial Performance.
Note that the Jefferies Financial information on this page should be used as a complementary analysis to other Jefferies Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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When running Jefferies Financial's price analysis, check to measure Jefferies Financial's 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 Jefferies Financial is operating at the current time. Most of Jefferies Financial's value examination focuses on studying past and present price action to predict the probability of Jefferies Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jefferies Financial's price. Additionally, you may evaluate how the addition of Jefferies Financial to your portfolios can decrease your overall portfolio volatility.
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Jefferies Financial 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.
A focus of Jefferies Financial technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Jefferies Financial trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...