Jefferies Financial Group Stock Market Value
| JEF Stock | USD 44.60 0.01 0.02% |
| Symbol | Jefferies |
Jefferies Financial Price To Book Ratio
Is Jefferies Financial's 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 Jefferies Financial. If investors know Jefferies 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 Jefferies Financial 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 0.212 | Dividend Share 1.2 | Earnings Share 1.25 | Revenue Per Share 22.626 | Quarterly Revenue Growth 0.354 |
The market value of Jefferies Financial is measured differently than its book value, which is the value of Jefferies that is recorded on the company's balance sheet. Investors also form their own opinion of Jefferies Financial's value that differs from its market value or its book value, called intrinsic value, which is Jefferies Financial's 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 Jefferies Financial's market value can be influenced by many factors that don't directly affect Jefferies Financial's 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 Jefferies Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jefferies Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jefferies Financial's 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.
Jefferies Financial '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 Jefferies Financial's 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 Jefferies Financial.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Jefferies Financial on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Jefferies Financial Group or generate 0.0% return on investment in Jefferies Financial over 30 days. Jefferies Financial is related to or competes with Lazard, PJT Partners, Moelis, Houlihan Lokey, Piper Sandler, Evercore Partners, and Perella Weinberg. Jefferies Financial Group Inc. engages in the investment banking and capital markets, and asset management businesses in... More
Jefferies Financial 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 Jefferies Financial's 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 Jefferies Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0544 | |||
| Maximum Drawdown | 6.68 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.2 |
Jefferies Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jefferies Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jefferies Financial's standard deviation. In reality, there are many statistical measures that can use Jefferies Financial historical prices to predict the future Jefferies Financial's volatility.| Risk Adjusted Performance | 0.0833 | |||
| Jensen Alpha | 0.049 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0509 | |||
| Treynor Ratio | 0.1233 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jefferies Financial's 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.
Jefferies Financial Backtested Returns
We consider Jefferies Financial very steady. Jefferies Financial holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jefferies Financial, which you can use to evaluate the volatility of the firm. Please check out Jefferies Financial's Risk Adjusted Performance of 0.0833, market risk adjusted performance of 0.1333, and Downside Deviation of 1.45 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Jefferies Financial has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.29, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jefferies Financial will likely underperform. Jefferies Financial right now retains a risk of 1.38%. Please check out Jefferies Financial standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Jefferies Financial will be following its current trending patterns.
Auto-correlation | 0.29 |
Poor predictability
Jefferies Financial Group has poor predictability. Overlapping area represents the amount of predictability between Jefferies Financial time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Jefferies Financial price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Jefferies Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
Jefferies Financial lagged returns against current returns
Autocorrelation, which is Jefferies Financial 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 Jefferies Financial's stock expected returns. We can calculate the autocorrelation of Jefferies Financial returns to help us make a trade decision. For example, suppose you find that Jefferies Financial 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 |
Jefferies Financial 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 Jefferies Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jefferies Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jefferies Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Jefferies Financial Lagged Returns
When evaluating Jefferies Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jefferies Financial stock have on its future price. Jefferies Financial 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, Jefferies Financial autocorrelation shows the relationship between Jefferies Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Jefferies Financial Group.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Jefferies Financial Correlation, Jefferies Financial Volatility and Jefferies Financial Alpha and Beta module to complement your research on Jefferies Financial. 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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Jefferies Stock analysis
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.