Jefferies Stock Market Value

JEF
 Stock
  

USD 37.66  0.36  0.95%   

Jefferies Financial's market value is the price at which a share of Jefferies Financial stock trades on a public exchange. It measures the collective expectations of Jefferies Financial Group investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Jefferies Financial Group and determine expected loss or profit from investing in Jefferies Financial over a given investment horizon. Please see Jefferies Financial Correlation, Jefferies Financial Volatility and Jefferies Financial Alpha and Beta module to complement your research on Jefferies Financial.
Symbol


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
8.7 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.

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.
0.00
09/03/2022
No Change 0.00  0.0 
In 3 months and 1 day
12/02/2022
0.00
If you would invest  0.00  in Jefferies Financial on September 3, 2022 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 90 days. Jefferies Financial is related to or competes with Linde PLC, GROWTH FUND, and VANGUARD SMALL-CAP. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Jefferies Financial in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
35.3137.5439.77
Details
Intrinsic
Valuation
LowReal ValueHigh
34.2243.6045.83
Details
Naive
Forecast
LowNext ValueHigh
35.8238.0540.28
Details
3 Analysts
Consensus
LowTarget PriceHigh
40.0047.6757.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jefferies Financial. Your research has to be compared to or analyzed against Jefferies Financial's peers to derive any actionable benefits. When done correctly, Jefferies Financial's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Jefferies Financial.

Jefferies Financial Backtested Returns

Jefferies Financial appears to be very steady, given 3 months investment horizon. Jefferies Financial holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Jefferies Financial, which you can use to evaluate the future volatility of the firm. Please utilize Jefferies Financial's Market Risk Adjusted Performance of 0.2384, risk adjusted performance of 0.2055, and Downside Deviation of 1.95 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Jefferies Financial holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 1.2428, which attests to a somewhat significant risk relative to the market. Let's try to break down what Jefferies's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jefferies Financial will likely underperform. Although it is vital to follow Jefferies Financial current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Jefferies Financial technical indicators, you can presently evaluate if the expected return of 0.3% will be sustainable into the future. Please utilizes Jefferies Financial information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance to make a quick decision on whether Jefferies Financial Group current trending patterns will revert.

Auto-correlation

    
  -0.29  

Weak reverse predictability

Jefferies Financial Group has weak reverse predictability. Overlapping area represents the amount of predictability between Jefferies Financial time series from 3rd of September 2022 to 18th of October 2022 and 18th of October 2022 to 2nd of December 2022. 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-0.42
Residual Average0.0
Price Variance4.57

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Jefferies Financial without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see 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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

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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.
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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...