Stifel Financial Corp Preferred Stock Market Value
| SF-PD Preferred Stock | 19.89 0.17 0.86% |
| Symbol | Stifel |
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 preferred 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.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Stifel Financial on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Stifel Financial Corp or generate 0.0% return on investment in Stifel Financial over 660 days. Stifel Financial is related to or competes with Stifel Financial, Stifel Financial, Morgan Stanley, Charles Schwab, and Capital One. 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 preferred 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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.61 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.15 |
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 | 0.039 | |||
| Jensen Alpha | 0.065 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.22) |
Stifel Financial Corp Backtested Returns
At this point, Stifel Financial is very steady. Stifel Financial Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0459, which indicates the firm had a 0.0459% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stifel Financial Corp, which you can use to evaluate the volatility of the company. Please validate Stifel Financial's Semi Deviation of 0.9849, coefficient of variation of 2135.31, and Risk Adjusted Performance of 0.039 to confirm if the risk estimate we provide is consistent with the expected return of 0.0511%. Stifel Financial has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stifel Financial are expected to decrease at a much lower rate. During the bear market, Stifel Financial is likely to outperform the market. Stifel Financial Corp right now has a risk of 1.11%. Please validate Stifel Financial total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Stifel Financial will be following its existing price patterns.
Auto-correlation | 0.25 |
Poor predictability
Stifel Financial Corp has poor predictability. Overlapping area represents the amount of predictability between Stifel Financial time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Stifel Financial Corp price movement. The serial correlation of 0.25 indicates that over 25.0% of current Stifel Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.12 |
Stifel Financial Corp lagged returns against current returns
Autocorrelation, which is Stifel Financial preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stifel Financial preferred 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 preferred 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 preferred 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 preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Stifel Financial Corp.
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.Other Information on Investing in Stifel Preferred Stock
Stifel Financial financial ratios help investors to determine whether Stifel Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Stifel with respect to the benefits of owning Stifel Financial security.