Raymond James Financial Stock Market Value
| RJF Stock | USD 167.05 1.87 1.13% |
| Symbol | Raymond |
Raymond James Financial Price To Book Ratio
Is Investment Banking & Brokerage 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 Raymond James. If investors know Raymond 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 Raymond James listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.417 | Dividend Share 1.8 | Earnings Share 9.7 | Revenue Per Share 61.69 | Quarterly Revenue Growth 0.132 |
The market value of Raymond James Financial is measured differently than its book value, which is the value of Raymond that is recorded on the company's balance sheet. Investors also form their own opinion of Raymond James' value that differs from its market value or its book value, called intrinsic value, which is Raymond James' 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 Raymond James' market value can be influenced by many factors that don't directly affect Raymond James' 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 Raymond James' value and its price as these two are different measures arrived at by different means. Investors typically determine if Raymond James is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Raymond James' 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.
Raymond James '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 Raymond James' 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 Raymond James.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Raymond James on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Raymond James Financial or generate 0.0% return on investment in Raymond James over 30 days. Raymond James is related to or competes with Tradeweb Markets, PJT Partners, Moelis, LPL Financial, Houlihan Lokey, Stifel Financial, and Evercore Partners. Raymond James Financial, Inc., a diversified financial services company, provides private client group, capital markets,... More
Raymond James 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 Raymond James' 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 Raymond James Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.2251 | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.53 |
Raymond James Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raymond James' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raymond James' standard deviation. In reality, there are many statistical measures that can use Raymond James historical prices to predict the future Raymond James' volatility.| Risk Adjusted Performance | 0.2316 | |||
| Jensen Alpha | 0.3863 | |||
| Total Risk Alpha | 0.2488 | |||
| Sortino Ratio | 0.3453 | |||
| Treynor Ratio | 0.4111 |
Raymond James Financial Backtested Returns
Raymond James appears to be very steady, given 3 months investment horizon. Raymond James Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the firm had a 0.3% return per unit of risk over the last 3 months. By analyzing Raymond James' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please evaluate Raymond James' Risk Adjusted Performance of 0.2316, semi deviation of 0.674, and Coefficient Of Variation of 339.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Raymond James holds a performance score of 23. The company holds a Beta of 1.33, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Raymond James will likely underperform. Please check Raymond James' semi variance, as well as the relationship between the accumulation distribution and day typical price , to make a quick decision on whether Raymond James' historical price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Raymond James Financial has good predictability. Overlapping area represents the amount of predictability between Raymond James time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Raymond James Financial price movement. The serial correlation of 0.68 indicates that around 68.0% of current Raymond James price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 3.81 |
Raymond James Financial lagged returns against current returns
Autocorrelation, which is Raymond James 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 Raymond James' stock expected returns. We can calculate the autocorrelation of Raymond James returns to help us make a trade decision. For example, suppose you find that Raymond James 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 |
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Raymond James 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 Raymond James stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raymond James stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raymond James stock over time.
Current vs Lagged Prices |
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Raymond James Lagged Returns
When evaluating Raymond James' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raymond James stock have on its future price. Raymond James 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, Raymond James autocorrelation shows the relationship between Raymond James stock current value and its past values and can show if there is a momentum factor associated with investing in Raymond James Financial.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Raymond James Financial is a strong investment it is important to analyze Raymond James' 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 Raymond James' future performance. For an informed investment choice regarding Raymond Stock, refer to the following important reports:Check out Raymond James Correlation, Raymond James Volatility and Raymond James Alpha and Beta module to complement your research on Raymond James. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Raymond James 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.