JEFFERIES GROUP INC Market Value
| 472319AM4 | 101.40 4.10 3.89% |
| Symbol | JEFFERIES |
JEFFERIES '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 JEFFERIES's bond 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 JEFFERIES.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in JEFFERIES on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding JEFFERIES GROUP INC or generate 0.0% return on investment in JEFFERIES over 180 days. JEFFERIES is related to or competes with Hafnia, FlyExclusive,, Mesa Air, Sun Country, United Airlines, Sun Life, and Bowhead Specialty. Jefferies Group LLC, together with its subsidiaries, operates as a global integrated securities and investment banking f... More
JEFFERIES 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 JEFFERIES's bond 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 JEFFERIES GROUP INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 8.59 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 1.61 |
JEFFERIES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JEFFERIES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JEFFERIES's standard deviation. In reality, there are many statistical measures that can use JEFFERIES historical prices to predict the future JEFFERIES's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (7.33) |
JEFFERIES GROUP INC Backtested Returns
At this point, JEFFERIES is very steady. JEFFERIES GROUP INC holds Efficiency (Sharpe) Ratio of 0.0624, which attests that the entity had a 0.0624 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for JEFFERIES GROUP INC, which you can use to evaluate the volatility of the entity. Please check out JEFFERIES's Risk Adjusted Performance of (0.06), coefficient of variation of (1,295), and Market Risk Adjusted Performance of (7.32) to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The bond retains a Market Volatility (i.e., Beta) of 0.0175, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JEFFERIES's returns are expected to increase less than the market. However, during the bear market, the loss of holding JEFFERIES is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
JEFFERIES GROUP INC has poor predictability. Overlapping area represents the amount of predictability between JEFFERIES time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JEFFERIES GROUP INC price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current JEFFERIES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 5.62 |
JEFFERIES GROUP INC lagged returns against current returns
Autocorrelation, which is JEFFERIES bond'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 JEFFERIES's bond expected returns. We can calculate the autocorrelation of JEFFERIES returns to help us make a trade decision. For example, suppose you find that JEFFERIES has exhibited high autocorrelation historically, and you observe that the bond 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 |
JEFFERIES 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 JEFFERIES bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JEFFERIES bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JEFFERIES bond over time.
Current vs Lagged Prices |
| Timeline |
JEFFERIES Lagged Returns
When evaluating JEFFERIES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JEFFERIES bond have on its future price. JEFFERIES 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, JEFFERIES autocorrelation shows the relationship between JEFFERIES bond current value and its past values and can show if there is a momentum factor associated with investing in JEFFERIES GROUP INC.
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 JEFFERIES Bond
JEFFERIES financial ratios help investors to determine whether JEFFERIES Bond 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 JEFFERIES with respect to the benefits of owning JEFFERIES security.