B Riley Financial Preferred Stock Market Value
| RILYL Preferred Stock | USD 7.65 0.03 0.39% |
| Symbol | RILYL |
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 preferred 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.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in B Riley on July 20, 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 510 days. B Riley is related to or competes with B Riley, B Riley, B Riley, Morningstar Unconstrained, Thrivent High, High Yield, and Via Renewables. Riley Financial, Inc., through its subsidiaries, provides investment banking and financial services to corporate, instit... 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 preferred 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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 40.37 | |||
| Value At Risk | (7.53) | |||
| Potential Upside | 7.54 |
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 | (0.01) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | (0.16) |
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
As of now, RILYL Preferred Stock is relatively risky. B Riley Financial secures Sharpe Ratio (or Efficiency) of 0.001, which signifies that the company had a 0.001% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for B Riley Financial, which you can use to evaluate the volatility of the entity. Please confirm B Riley's Coefficient Of Variation of (4,078), mean deviation of 3.94, and Variance of 39.58 to double-check if the risk estimate we provide is consistent with the expected return of 0.0064%. The firm shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. B Riley returns are very sensitive to returns on the market. As the market goes up or down, B Riley is expected to follow. B Riley Financial today shows a risk of 6.35%. Please confirm B Riley Financial treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if B Riley Financial will be following its price patterns.
Auto-correlation | 0.69 |
Good predictability
B Riley Financial has good predictability. Overlapping area represents the amount of predictability between B Riley time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th 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 0.69 indicates that around 69.0% of current B Riley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 34.09 |
B Riley Financial lagged returns against current returns
Autocorrelation, which is B Riley preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B Riley preferred 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 preferred 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 preferred 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 preferred 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 financial ratios help investors to determine whether RILYL Preferred Stock 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 RILYL with respect to the benefits of owning B Riley security.