Jefferies Financial Group Stock Alpha and Beta Analysis
| JEF Stock | USD 78.70 1.93 2.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jefferies Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jefferies Financial over a specified time horizon. Remember, high Jefferies Financial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Jefferies Financial's market risk premium analysis include:
Beta 2.03 | Alpha 0.25 | Risk 1.93 | Sharpe Ratio 0.26 | Expected Return 0.5 |
Jefferies Financial Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Jefferies |
Jefferies Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jefferies Financial market risk premium is the additional return an investor will receive from holding Jefferies Financial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Jefferies Financial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Jefferies Financial's performance over market.| α | 0.25 | β | 2.03 |
Jefferies Financial expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Jefferies Financial's Buy-and-hold return. Our buy-and-hold chart shows how Jefferies Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jefferies Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Jefferies Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jefferies Financial shares will generate the highest return on investment. By understating and applying Jefferies Financial stock market price indicators, traders can identify Jefferies Financial position entry and exit signals to maximize returns.
Jefferies Financial Return and Market Media
The median price of Jefferies Financial for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 63.04 with a coefficient of variation of 8.67. The daily time series for the period is distributed with a sample standard deviation of 5.51, arithmetic mean of 63.61, and mean deviation of 4.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Jefferies Financial dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Viridian Therapeutics CEO buys 499k worth of company stock | 09/30/2024 |
2 | Milton could cause 245B in damages -- making it the costliest hurricane in US history | 10/09/2024 |
3 | Wal-Mart de Mxico Hits New 1-Year Low Should You Sell | 10/25/2024 |
4 | Arcutis Biotherapeutics exec sells 43,551 in stock | 11/05/2024 |
5 | Netflix director Leslie Kilgore sells 273,575 in stock | 11/07/2024 |
6 | Michael Stienstra Sells 855 Shares of Hippo Holdings Inc. Stock | 11/12/2024 |
7 | Uber Technologies Stock Price Up 0.5 percent Time to Buy | 11/15/2024 |
8 | Disc Medicine, Inc. Sees Large Increase in Short Interest | 11/18/2024 |
9 | Schwab director Christopher Dodds sells 755,981 in stock | 11/20/2024 |
About Jefferies Financial Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Jefferies or other stocks. Alpha measures the amount that position in Jefferies Financial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2020 | 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0235 | 0.0312 | 0.0338 | 0.0128 | Price To Sales Ratio | 1.16 | 1.26 | 1.11 | 0.67 |
Jefferies Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Jefferies Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jefferies Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jefferies Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jefferies Financial. Please utilize our Beneish M Score to check the likelihood of Jefferies Financial's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 25th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 13th of January 2025 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 30th of November 2023 Last Financial Announcement | View |
Build Portfolio with Jefferies Financial
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Check out Jefferies Financial Backtesting, Jefferies Financial Valuation, Jefferies Financial Correlation, Jefferies Financial Hype Analysis, Jefferies Financial Volatility, Jefferies Financial History and analyze Jefferies Financial Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Jefferies 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.