Jeffs Brands Stock Market Value
| JFBR Stock | USD 3.08 0.16 5.48% |
| Symbol | Jeffs |
Jeffs Brands Price To Book Ratio
Is Broadline Retail 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 Jeffs Brands. If investors know Jeffs 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 Jeffs Brands listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (93.21) | Revenue Per Share 3.637 | Quarterly Revenue Growth 0.601 | Return On Assets (0.17) | Return On Equity (0.72) |
The market value of Jeffs Brands is measured differently than its book value, which is the value of Jeffs that is recorded on the company's balance sheet. Investors also form their own opinion of Jeffs Brands' value that differs from its market value or its book value, called intrinsic value, which is Jeffs Brands' 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 Jeffs Brands' market value can be influenced by many factors that don't directly affect Jeffs Brands' 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 Jeffs Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Jeffs Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jeffs Brands' 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.
Jeffs Brands '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 Jeffs Brands' 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 Jeffs Brands.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Jeffs Brands on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Jeffs Brands or generate 0.0% return on investment in Jeffs Brands over 30 days. Jeffs Brands is related to or competes with Hour Loop, Kidpik Corp, MOGU, Jowell Global, Qurate Retail, IPower, and Meiwu Technology. Jeffs Brands Ltd, together with its subsidiaries, operates online stores for the sale of various consumer products on th... More
Jeffs Brands 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 Jeffs Brands' 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 Jeffs Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.0 | |||
| Information Ratio | 0.1295 | |||
| Maximum Drawdown | 991.17 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 27.27 |
Jeffs Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jeffs Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jeffs Brands' standard deviation. In reality, there are many statistical measures that can use Jeffs Brands historical prices to predict the future Jeffs Brands' volatility.| Risk Adjusted Performance | 0.1094 | |||
| Jensen Alpha | 17.6 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 1.95 | |||
| Treynor Ratio | (0.82) |
Jeffs Brands Backtested Returns
Jeffs Brands is out of control given 3 months investment horizon. Jeffs Brands holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have analyzed thirty different technical indicators, which can help you to evaluate if expected returns of 16.18% are justified by taking the suggested risk. Use Jeffs Brands Risk Adjusted Performance of 0.1094, market risk adjusted performance of (0.81), and Downside Deviation of 8.0 to evaluate company specific risk that cannot be diversified away. Jeffs Brands holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -19.2, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Jeffs Brands are expected to decrease by larger amounts. On the other hand, during market turmoil, Jeffs Brands is expected to outperform it. Use Jeffs Brands potential upside, and the relationship between the total risk alpha and kurtosis , to analyze future returns on Jeffs Brands.
Auto-correlation | 0.49 |
Average predictability
Jeffs Brands has average predictability. Overlapping area represents the amount of predictability between Jeffs Brands time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 Jeffs Brands price movement. The serial correlation of 0.49 indicates that about 49.0% of current Jeffs Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.78 |
Jeffs Brands lagged returns against current returns
Autocorrelation, which is Jeffs Brands 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 Jeffs Brands' stock expected returns. We can calculate the autocorrelation of Jeffs Brands returns to help us make a trade decision. For example, suppose you find that Jeffs Brands 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 |
Jeffs Brands 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 Jeffs Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jeffs Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jeffs Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Jeffs Brands Lagged Returns
When evaluating Jeffs Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jeffs Brands stock have on its future price. Jeffs Brands 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, Jeffs Brands autocorrelation shows the relationship between Jeffs Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Jeffs Brands.
Regressed Prices |
| Timeline |
Pair Trading with Jeffs Brands
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Jeffs Brands position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Jeffs Brands will appreciate offsetting losses from the drop in the long position's value.Moving against Jeffs Stock
| 0.61 | DIBS | 1StdibsCom | PairCorr |
| 0.53 | AEO | American Eagle Outfitters Sell-off Trend | PairCorr |
| 0.46 | AKA | AKA Brands Holding | PairCorr |
| 0.42 | EDUC | Educational Development | PairCorr |
| 0.35 | YJ | Yunji Inc | PairCorr |
The ability to find closely correlated positions to Jeffs Brands could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Jeffs Brands when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Jeffs Brands - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Jeffs Brands to buy it.
The correlation of Jeffs Brands is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jeffs Brands moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jeffs Brands moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Jeffs Brands can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Jeffs Stock Analysis
When running Jeffs Brands' price analysis, check to measure Jeffs Brands' 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 Jeffs Brands is operating at the current time. Most of Jeffs Brands' value examination focuses on studying past and present price action to predict the probability of Jeffs Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jeffs Brands' price. Additionally, you may evaluate how the addition of Jeffs Brands to your portfolios can decrease your overall portfolio volatility.