Siebert Financial Corp Stock Market Value
| SIEB Stock | USD 2.87 0.06 2.05% |
| Symbol | Siebert |
Siebert Financial Corp 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 Siebert Financial. If investors know Siebert 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 Siebert Financial 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 0.364 | Earnings Share 0.26 | Revenue Per Share 1.984 | Quarterly Revenue Growth 0.189 | Return On Assets 0.0115 |
The market value of Siebert Financial Corp is measured differently than its book value, which is the value of Siebert that is recorded on the company's balance sheet. Investors also form their own opinion of Siebert Financial's value that differs from its market value or its book value, called intrinsic value, which is Siebert 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 Siebert Financial's market value can be influenced by many factors that don't directly affect Siebert 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 Siebert Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Siebert Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Siebert 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.
Siebert 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 Siebert 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 Siebert Financial.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Siebert Financial on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Siebert Financial Corp or generate 0.0% return on investment in Siebert Financial over 30 days. Siebert Financial is related to or competes with PJT Partners, Scully Royalty, Piper Sandler, Evercore Partners, Moelis, Houlihan Lokey, and Stifel Financial. Siebert Financial Corp., through its subsidiaries, engages in the retail discount brokerage and investment advisory busi... More
Siebert 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 Siebert 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 Siebert Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.1769 | |||
| Maximum Drawdown | 28.38 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 8.16 |
Siebert Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siebert Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siebert Financial's standard deviation. In reality, there are many statistical measures that can use Siebert Financial historical prices to predict the future Siebert Financial's volatility.| Risk Adjusted Performance | 0.1692 | |||
| Jensen Alpha | 0.7487 | |||
| Total Risk Alpha | 0.1682 | |||
| Sortino Ratio | 0.207 | |||
| Treynor Ratio | 1.08 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siebert Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Siebert Financial Corp Backtested Returns
Siebert Financial appears to be risky, given 3 months investment horizon. Siebert Financial Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of risk over the last 3 months. By inspecting Siebert Financial's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please review Siebert Financial's Semi Deviation of 2.86, risk adjusted performance of 0.1692, and Coefficient Of Variation of 474.71 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Siebert Financial holds a performance score of 16. The entity has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siebert Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siebert Financial is expected to be smaller as well. Please check Siebert Financial's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Siebert Financial's existing price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Siebert Financial Corp has good predictability. Overlapping area represents the amount of predictability between Siebert Financial time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Siebert Financial Corp price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Siebert Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Siebert Financial Corp lagged returns against current returns
Autocorrelation, which is Siebert 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 Siebert Financial's stock expected returns. We can calculate the autocorrelation of Siebert Financial returns to help us make a trade decision. For example, suppose you find that Siebert 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 |
Siebert 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 Siebert Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siebert Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siebert Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Siebert Financial Lagged Returns
When evaluating Siebert Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siebert Financial stock have on its future price. Siebert 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, Siebert Financial autocorrelation shows the relationship between Siebert Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Siebert 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.When determining whether Siebert Financial Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Siebert 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 Siebert Financial Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Siebert Financial Corp Stock:Check out Siebert Financial Correlation, Siebert Financial Volatility and Siebert Financial Alpha and Beta module to complement your research on Siebert Financial. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Siebert 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.