Stifel Financial Stock Market Value
| SF Stock | USD 116.28 0.40 0.34% |
| Symbol | Stifel |
Stifel 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 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 1.577 | Dividend Share 1.62 | Earnings Share 5.53 | Revenue Per Share 45.507 | Quarterly Revenue Growth 0.178 |
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.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Stifel Financial on June 1, 2024 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 180 days. Stifel Financial is related to or competes with Raymond James, Selective Insurance, Reinsurance Group, and Houlihan Lokey. 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 | 1.11 | |||
| Information Ratio | 0.1636 | |||
| Maximum Drawdown | 16.31 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.01 |
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 | 0.1776 | |||
| Jensen Alpha | 0.2179 | |||
| Total Risk Alpha | 0.1427 | |||
| Sortino Ratio | 0.3087 | |||
| Treynor Ratio | 0.2202 |
Stifel Financial Backtested Returns
Stifel Financial appears to be very steady, given 3 months investment horizon. Stifel Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stifel Financial, which you can use to evaluate the volatility of the company. Please review Stifel Financial's Semi Deviation of 0.6563, coefficient of variation of 447.38, and Risk Adjusted Performance of 0.1776 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stifel Financial holds a performance score of 17. The entity has a beta of 2.08, 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. Please check Stifel Financial's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Stifel Financial's existing price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Stifel Financial has good predictability. Overlapping area represents the amount of predictability between Stifel Financial time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 0.65 indicates that roughly 65.0% of current Stifel Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 115.5 |
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 |
Currently Active Assets on Macroaxis
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.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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.