Jefferies Financial (Brazil) Market Value
| J1EF34 Stock | BRL 487.06 3.94 0.80% |
| Symbol | Jefferies |
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.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Jefferies Financial on November 5, 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 60 days. Jefferies Financial is related to or competes with Nordon Indstrias, Roper Technologies,, Paycom Software, Take Two, Cognizant Technology, and Dell Technologies. Jefferies Financial Group Inc. engages in the investment banking and capital markets, asset management, and direct inves... 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 | 2.11 | |||
| Information Ratio | 0.2135 | |||
| Maximum Drawdown | 20.16 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.83 |
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 | 0.1865 | |||
| Jensen Alpha | 0.6767 | |||
| Total Risk Alpha | 0.6285 | |||
| Sortino Ratio | 0.3151 | |||
| Treynor Ratio | (8.96) |
Jefferies Financial Backtested Returns
Jefferies Financial appears to be very steady, given 3 months investment horizon. Jefferies Financial holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23% return per unit of risk over the last 3 months. By evaluating Jefferies Financial's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please utilize Jefferies Financial's Downside Deviation of 2.11, market risk adjusted performance of (8.95), and Risk Adjusted Performance of 0.1865 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 18. The company retains a Market Volatility (i.e., Beta) of -0.0754, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jefferies Financial are expected to decrease at a much lower rate. During the bear market, Jefferies Financial is likely to outperform the market. Please check Jefferies Financial's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Jefferies Financial's current trending patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Jefferies Financial Group has average predictability. Overlapping area represents the amount of predictability between Jefferies Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 2025. 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 0.4 indicates that just about 40.0% of current Jefferies Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 105.44 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| S | SentinelOne | |
| CRM | Salesforce | |
| MSFT | Microsoft |
Additional Information and Resources on Investing in Jefferies Stock
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 Correlation, Jefferies Financial Volatility and Jefferies Financial Alpha and Beta module to complement your research on Jefferies Financial. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
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.