JEFFERIES GROUP INC Performance
| 472319AM4 | 97.31 6.16 5.95% |
The bond retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JEFFERIES are expected to decrease at a much lower rate. During the bear market, JEFFERIES is likely to outperform the market.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in JEFFERIES GROUP INC are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady basic indicators, JEFFERIES may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Yield To Maturity | 6.791 |
JEFFERIES |
JEFFERIES Relative Risk vs. Return Landscape
If you would invest 10,617 in JEFFERIES GROUP INC on December 26, 2024 and sell it today you would earn a total of 495.00 from holding JEFFERIES GROUP INC or generate 4.66% return on investment over 90 days. JEFFERIES GROUP INC is generating 0.1457% of daily returns and assumes 2.625% volatility on return distribution over the 90 days horizon. Simply put, 23% of bonds are less volatile than JEFFERIES, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JEFFERIES Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JEFFERIES's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as JEFFERIES GROUP INC, and traders can use it to determine the average amount a JEFFERIES's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0555
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| Cash | Small Risk | 472319AM4 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.63 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.15 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average JEFFERIES is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JEFFERIES by adding it to a well-diversified portfolio.
About JEFFERIES Performance
By analyzing JEFFERIES's fundamental ratios, stakeholders can gain valuable insights into JEFFERIES's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JEFFERIES has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JEFFERIES has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.