Stifel Financial Stock Market Value
| SF Stock | USD 77.25 1.94 2.58% |
| Symbol | Stifel |
Stifel Financial Price To Book Ratio
Is Stifel Financial's industry 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 Stifel Financial. If investors know Stifel 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 Stifel 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 (0.04) | Dividend Share 1.44 | Earnings Share 4.28 | Revenue Per Share 40.539 | Quarterly Revenue Growth 0.026 |
The market value of Stifel Financial is measured differently than its book value, which is the value of Stifel that is recorded on the company's balance sheet. Investors also form their own opinion of Stifel Financial's value that differs from its market value or its book value, called intrinsic value, which is Stifel 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 Stifel Financial's market value can be influenced by many factors that don't directly affect Stifel 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 Stifel Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stifel Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stifel 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.
Stifel 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 Stifel 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 Stifel Financial.
| 06/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Stifel Financial on June 28, 2023 and sell it all today you would earn a total of 0.00 from holding Stifel Financial or generate 0.0% return on investment in Stifel Financial over 300 days. Stifel Financial is related to or competes with JPMorgan Chase, Wells Fargo, Citigroup, and American Express. Stifel Financial Corp., a financial services and bank holding company, provides retail and institutional wealth manageme... More
Stifel 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 Stifel 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 Stifel Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0541 | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.96 |
Stifel Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stifel Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stifel Financial's standard deviation. In reality, there are many statistical measures that can use Stifel Financial historical prices to predict the future Stifel Financial's volatility.| Risk Adjusted Performance | 0.0824 | |||
| Jensen Alpha | 0.0491 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0564 | |||
| Treynor Ratio | 0.1165 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stifel 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.
Stifel Financial Backtested Returns
We consider Stifel Financial very steady. Stifel Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.052, which indicates the firm had a 0.052% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Stifel Financial, which you can use to evaluate the volatility of the company. Please validate Stifel Financial's Coefficient Of Variation of 788.51, semi deviation of 0.9461, and Risk Adjusted Performance of 0.0824 to confirm if the risk estimate we provide is consistent with the expected return of 0.0568%. Stifel Financial has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 1.19, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Stifel Financial will likely underperform. Stifel Financial right now has a risk of 1.09%. Please validate Stifel Financial semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Stifel Financial will be following its existing price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Stifel Financial has very weak reverse predictability. Overlapping area represents the amount of predictability between Stifel Financial time series from 28th of June 2023 to 25th of November 2023 and 25th of November 2023 to 23rd of April 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 Stifel Financial price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Stifel Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 22.37 |
Stifel Financial lagged returns against current returns
Autocorrelation, which is Stifel 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 Stifel Financial's stock expected returns. We can calculate the autocorrelation of Stifel Financial returns to help us make a trade decision. For example, suppose you find that Stifel 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 |
Stifel 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 Stifel Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stifel Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stifel Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Stifel Financial Lagged Returns
When evaluating Stifel Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stifel Financial stock have on its future price. Stifel 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, Stifel Financial autocorrelation shows the relationship between Stifel Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Stifel Financial.
Regressed Prices |
| Timeline |
Stifel Financial Investors Sentiment
The influence of Stifel Financial's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Stifel. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Stifel Financial's public news can be used to forecast risks associated with an investment in Stifel. The trend in average sentiment can be used to explain how an investor holding Stifel can time the market purely based on public headlines and social activities around Stifel Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Stifel Financial's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Stifel Financial's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Stifel Financial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Stifel Financial.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Stifel Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Stifel Financial's short interest history, or implied volatility extrapolated from Stifel Financial options trading.
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When determining whether Stifel Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Stifel 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 Stifel Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Stifel Financial Stock:Check out Stifel Financial Correlation, Stifel Financial Volatility and Stifel Financial Alpha and Beta module to complement your research on Stifel Financial. For more detail on how to invest in Stifel Stock please use our How to Invest in Stifel Financial guide.Note that the Stifel Financial information on this page should be used as a complementary analysis to other Stifel Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Stifel Stock analysis
When running Stifel Financial's price analysis, check to measure Stifel Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stifel Financial is operating at the current time. Most of Stifel Financial's value examination focuses on studying past and present price action to predict the probability of Stifel Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stifel Financial's price. Additionally, you may evaluate how the addition of Stifel Financial to your portfolios can decrease your overall portfolio volatility.
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Stifel 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.