Jefferies Stock Alpha and Beta Analysis


USD 37.73  0.29  0.76%   

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.
Please see Jefferies Financial Backtesting, Jefferies Financial Valuation, Jefferies Financial Correlation, Jefferies Financial Hype Analysis, Jefferies Financial Volatility, Jefferies Financial History and analyze Jefferies Financial Performance.
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 0.15  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 1.25  . 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.
Jefferies Financial Enterprise Value over EBIT is projected to drop based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 23.00. The current year Enterprise Value over EBITDA is expected to grow to 27.07, whereas Price to Book Value is forecasted to decline to 0.83.
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.

Enterprise Value

22.81 Billion

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.
α0.15   β1.25
90 days against NYA

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 Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 32.93 with a coefficient of variation of 7.95. The daily time series for the period is distributed with a sample standard deviation of 2.66, arithmetic mean of 33.4, and mean deviation of 2.12. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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EPS Reported09/28/2022
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EPS Reported09/30/2022
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Jefferies Financial 2022 Investor Meeting Transcript - Marke...10/14/2022
Jefferies Financial Group Reiterates Buy Rating for Bloomin ...10/18/2022
UPS Shares Pop on Solid Earnings, New Buy at Jefferies By In...10/25/2022
Exercise or conversion by Joseph Steinberg of 2000 shares of...11/01/2022
Berkshire Takes Stake in Jefferies, Cuts Back on Other Banks...11/14/2022
EPS Estimate12/01/2022

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.
 2018 2019 2020 2022 (projected)
Long Term Debt to Equity0.860.880.850.68
Interest Coverage4.1614.4631.479.39

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.
Upcoming Quarterly Report23rd of March 2022
Next Financial Report27th of June 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End11th of January 2023
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

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Please see 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 Transaction History module to view history of all your transactions and understand their impact on performance.

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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...