B Riley Financial Stock Market Value
| RILYK Stock | USD 20.51 0.59 2.96% |
| Symbol | RILYK |
B Riley Financial Price To Book Ratio
Is Investment Banking & Brokerage space 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 B Riley. If investors know RILYK 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 B Riley listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Return On Equity 1.1438 |
The market value of B Riley Financial is measured differently than its book value, which is the value of RILYK that is recorded on the company's balance sheet. Investors also form their own opinion of B Riley's value that differs from its market value or its book value, called intrinsic value, which is B Riley'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 B Riley's market value can be influenced by many factors that don't directly affect B Riley'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 B Riley's value and its price as these two are different measures arrived at by different means. Investors typically determine if B Riley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, B Riley'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.
B Riley '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 B Riley'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 B Riley.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in B Riley on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding B Riley Financial or generate 0.0% return on investment in B Riley over 360 days. B Riley is related to or competes with B Riley, B Riley, B Riley, and B Riley. B Riley is entity of United States. It is traded as Stock on NASDAQ exchange. More
B Riley 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 B Riley'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 B Riley Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0915 | |||
| Maximum Drawdown | 20.17 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.75 |
B Riley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for B Riley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as B Riley's standard deviation. In reality, there are many statistical measures that can use B Riley historical prices to predict the future B Riley's volatility.| Risk Adjusted Performance | 0.1118 | |||
| Jensen Alpha | 0.2961 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.1328 | |||
| Treynor Ratio | 0.4679 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of B Riley'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.
B Riley Financial Backtested Returns
B Riley appears to be not too volatile, given 3 months investment horizon. B Riley Financial secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. By inspecting B Riley's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of B Riley's Mean Deviation of 1.85, semi deviation of 1.87, and Coefficient Of Variation of 732.66 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, B Riley holds a performance score of 13. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. B Riley returns are very sensitive to returns on the market. As the market goes up or down, B Riley is expected to follow. Please check B Riley's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether B Riley's price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
B Riley Financial has very weak reverse predictability. Overlapping area represents the amount of predictability between B Riley time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 B Riley Financial price movement. The serial correlation of -0.02 indicates that only 2.0% of current B Riley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 6.43 |
B Riley Financial lagged returns against current returns
Autocorrelation, which is B Riley 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 B Riley's stock expected returns. We can calculate the autocorrelation of B Riley returns to help us make a trade decision. For example, suppose you find that B Riley 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 |
B Riley 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 B Riley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B Riley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in B Riley stock over time.
Current vs Lagged Prices |
| Timeline |
B Riley Lagged Returns
When evaluating B Riley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of B Riley stock have on its future price. B Riley 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, B Riley autocorrelation shows the relationship between B Riley stock current value and its past values and can show if there is a momentum factor associated with investing in B Riley Financial.
Regressed Prices |
| Timeline |
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B Riley 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.