Jefferies Group 10 Performance
| 47233JAQ1 | 58.06 0.00 0.00% |
The bond retains a Market Volatility (i.e., Beta) of 1.1, which attests to a somewhat significant risk relative to the market. Jefferies returns are very sensitive to returns on the market. As the market goes up or down, Jefferies is expected to follow.
Risk-Adjusted Performance
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Over the last 90 days Jefferies Group 10 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for Jefferies Group 10 investors. ...more
Jefferies |
Jefferies Relative Risk vs. Return Landscape
If you would invest 6,700 in Jefferies Group 10 on August 30, 2024 and sell it today you would lose (894.00) from holding Jefferies Group 10 or give up 13.34% of portfolio value over 90 days. Jefferies Group 10 is generating negative expected returns and assumes 9.1197% volatility on return distribution over the 90 days horizon. Simply put, 81% of bonds are less volatile than Jefferies, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Jefferies Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jefferies' investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Jefferies Group 10, and traders can use it to determine the average amount a Jefferies' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0771
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| Negative Returns | 47233JAQ1 |
Estimated Market Risk
| 9.12 actual daily | 81 81% of assets are less volatile |
Expected Return
| -0.7 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Jefferies is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Jefferies by adding Jefferies to a well-diversified portfolio.
About Jefferies Performance
By analyzing Jefferies' fundamental ratios, stakeholders can gain valuable insights into Jefferies' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Jefferies has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Jefferies has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Jefferies Group 10 generated a negative expected return over the last 90 days | |
| Jefferies Group 10 has high historical volatility and very poor performance |
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.