JEFFERIES GROUP LLC Market Value
| 47233JBH0 | 95.63 1.26 1.30% |
| 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.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in JEFFERIES on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding JEFFERIES GROUP LLC or generate 0.0% return on investment in JEFFERIES over 150 days. JEFFERIES is related to or competes with 00108WAF7, 90331HPL1, BlackRock, Ulta Beauty, Grab Holdings, SP Global, and Cisco Systems. 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 LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.84 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.37 |
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 | 0.0158 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0511 |
JEFFERIES GROUP LLC Backtested Returns
JEFFERIES GROUP LLC holds Efficiency (Sharpe) Ratio of -0.0981, which attests that the entity had a -0.0981 % return per unit of risk over the last 3 months. JEFFERIES GROUP LLC exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JEFFERIES's Risk Adjusted Performance of 0.0158, market risk adjusted performance of 0.0611, and Semi Deviation of 1.31 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of 0.19, 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 | 0.47 |
Average predictability
JEFFERIES GROUP LLC has average predictability. Overlapping area represents the amount of predictability between JEFFERIES time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 LLC price movement. The serial correlation of 0.47 indicates that about 47.0% of current JEFFERIES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
JEFFERIES GROUP LLC 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 LLC.
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.