Stifel Financial Stock Market Value
| SFB Stock | USD 21.51 0.15 0.69% |
| Symbol | Stifel |
Stifel Financial Price To Book Ratio
Is Oil & Gas Exploration & Production space 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 Stifel Financial. If investors know Stifel 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 Stifel Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Return On Equity 0.196 |
The market value of Stifel Financial is measured differently than its book value, which is the value of Stifel that is recorded on the company's balance sheet. Investors also form their own opinion of Stifel Financial's value that differs from its market value or its book value, called intrinsic value, which is Stifel 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 Stifel Financial's market value can be influenced by many factors that don't directly affect Stifel 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 Stifel Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stifel Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stifel 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.
Stifel 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 Stifel 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 Stifel Financial.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Stifel Financial on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Stifel Financial or generate 0.0% return on investment in Stifel Financial over 720 days. Stifel Financial is related to or competes with Reinsurance Group, Southern, DTE Energy, Georgia Power, and Affiliated Managers. Stifel Financial is entity of United States More
Stifel 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 Stifel 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 Stifel Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 0.8965 |
Stifel Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stifel Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stifel Financial's standard deviation. In reality, there are many statistical measures that can use Stifel Financial historical prices to predict the future Stifel Financial's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (1.55) |
Stifel Financial Backtested Returns
Stifel Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23% return per unit of risk over the last 3 months. Stifel Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stifel Financial's Risk Adjusted Performance of (0.17), variance of 0.4017, and Coefficient Of Variation of (480.18) to confirm the risk estimate we provide. The entity has a beta of 0.0914, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stifel Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stifel Financial is expected to be smaller as well. At this point, Stifel Financial has a negative expected return of -0.15%. Please make sure to validate Stifel Financial's skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Stifel Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Stifel Financial has good reverse predictability. Overlapping area represents the amount of predictability between Stifel Financial time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 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 Stifel Financial price movement. The serial correlation of -0.52 indicates that about 52.0% of current Stifel Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.29 |
Stifel Financial lagged returns against current returns
Autocorrelation, which is Stifel 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 Stifel Financial's stock expected returns. We can calculate the autocorrelation of Stifel Financial returns to help us make a trade decision. For example, suppose you find that Stifel 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 |
Stifel 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 Stifel Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stifel Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stifel Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Stifel Financial Lagged Returns
When evaluating Stifel Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stifel Financial stock have on its future price. Stifel 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, Stifel Financial autocorrelation shows the relationship between Stifel Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Stifel Financial.
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.When determining whether Stifel Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Stifel Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Stifel Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Stifel Financial Stock:Check out Stifel Financial Correlation, Stifel Financial Volatility and Stifel Financial Alpha and Beta module to complement your research on Stifel Financial. For information on how to trade Stifel Stock refer to our How to Trade Stifel Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Stifel 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.