Jefferies Z Score

JEF
 Stock
  

USD 35.55  0.36  1.00%   

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Please see Jefferies Financial Piotroski F Score and Jefferies Financial Valuation analysis.
  
Jefferies Financial Invested Capital is projected to increase significantly based on the last few years of reporting. The past year's Invested Capital was at 56.86 Billion. The current year Invested Capital Average is expected to grow to about 60.2 B, whereas Market Capitalization is forecasted to decline to about 9.3 B. Jefferies Financial Cost of Revenue is projected to decrease significantly based on the last few years of reporting. The past year's Cost of Revenue was at 455.46 Million. The current year Earning Before Interest and Taxes EBIT is expected to grow to about 974.2 M, whereas Interest Expense is forecasted to decline to about 94.2 M.

Jefferies Z Score Analysis

Jefferies Financial's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
 2019 2020 2022 (projected)
Consolidated Income768.41 M1.68 B259.5 M
Direct Expenses338.59 M470.87 M5.97 B
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )

Jefferies Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Jefferies Financial is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Jefferies Financial's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Jefferies Financial's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Jefferies Financial's interrelated accounts and indicators.
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

According to the company's disclosures, Jefferies Financial Group has a Z Score of 0.0. This is 100.0% lower than that of the Diversified Financial Services sector and 100.0% lower than that of the Financials industry. The z score for all United States stocks is 100.0% higher than that of the company.

Jefferies Z Score Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Jefferies Financial's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Jefferies Financial could also be used in its relative valuation, which is a method of valuing Jefferies Financial by comparing valuation metrics of similar companies.
Jefferies Financial is currently under evaluation in z score category among related companies.

Jefferies Financial Current Valuation Drivers

We derive many important indicators used in calculating different scores of Jefferies Financial from analyzing Jefferies Financial's financial statements. These drivers represent accounts that assess Jefferies Financial's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Jefferies Financial's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee9.97 K4.68 K200.98 K156.34 K301.36 K4.8 K
Revenue Per Employee771.93 K311.62 K811.04 K1.21 M1.47 M319.82 K
Average Assets50.43 B44.84 B47.3 B51.74 B58.32 B49.11 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA437.32 M1.36 B492.56 M1.37 B2.58 B1.1 B
Earnings Before Interest Taxes and Depreciation Amortization USD681.47 M323.14 M979.97 M1.3 B2.48 B1.08 B
Earnings before Tax393.6 M155.77 M814.01 M1.07 B2.25 B864.61 M
Average Equity10.52 B10.09 B10.36 B9.37 B10.19 B10.87 B
Enterprise Value21.52 B20.77 B21.39 B27.85 B33.43 B22.81 B
Free Cash Flow(1.03 B)362.42 M693.31 M1.9 B1.41 B748.04 M
Invested Capital57.88 B53.62 B56.86 B72.87 B81.27 B60.55 B
Invested Capital Average62.48 B54.88 B56.88 B72.3 B80.22 B60.24 B
Market Capitalization6.3 B8.37 B9.44 B5.81 B9.23 B9.33 B
Tangible Asset Value43.68 B42.56 B44.71 B51.2 B58.51 B46.69 B

Jefferies Financial ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Jefferies Financial's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Jefferies Financial's managers, analysts, and investors.
Environment Score
Governance Score
Social Score

Jefferies Financial Institutional Holders

Institutional Holdings refers to the ownership stake in Jefferies Financial that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Jefferies Financial's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Jefferies Financial's value.
Security TypeSharesValue
Zurcher Kantonalbank Zurich CantonalbankCommon Shares24.7 K729 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares24.7 K682 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares27.6 K906 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares26.1 KM
Zurcher Kantonalbank Zurich CantonalbankCommon Shares21.1 K784 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares21.1 K722 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares22.4 K675 K

Jefferies Fundamentals

About Jefferies Financial Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Jefferies Financial Group's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Jefferies Financial using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Jefferies Financial Group based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Jefferies Financial Group Inc. engages in the investment banking and capital markets, and asset management businesses in the Americas, Europe, the Middle East, Africa, and Asia. Jefferies Financial Group Inc. was founded in 1962 and is headquartered in New York, New York. Jefferies Financial operates under Capital Markets classification in the United States and is traded on New York Stock Exchange. It employs 5347 people.

Jefferies Financial Investors Sentiment

The influence of Jefferies Financial's 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 Jefferies. 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 markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Jefferies Financial's public news can be used to forecast risks associated with investment in Jefferies. The trend in average sentiment can be used to explain how an investor holding Jefferies can time the market purely based on public headlines and social activities around Jefferies Financial Group. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Jefferies Financial's 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 Jefferies Financial's 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 Jefferies Financial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Jefferies Financial.
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 Jefferies Financial 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, Jefferies Financial's short interest history, or implied volatility extrapolated from Jefferies Financial options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Jefferies Financial using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Jefferies Financial Piotroski F Score and Jefferies Financial Valuation analysis. 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Complementary Tools for Jefferies Stock analysis

When running Jefferies Financial 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 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.
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
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 YOY
(0.48) 
Market Capitalization
8.2 B
Quarterly Revenue Growth YOY
(0.21) 
Return On Assets
0.0172
Return On Equity
0.0924
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 Jefferies Financial value 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.