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Jefferies Financial Group Inc.

JEF
Equity · Currency in USD
Sector
Financial Services
Industry
Financial Conglomerates
ISIN
US47233W1099
CUSIP
47233W109

JEFPrice Chart


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JEFPerformance

The chart shows the growth of $10,000 invested in Jefferies Financial Group Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,886 for a total return of roughly 128.86%. All prices are adjusted for splits and dividends.


JEF (Jefferies Financial Group Inc.)
Benchmark (S&P 500)

JEFReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M19.84%
6M37.04%
YTD77.49%
1Y118.73%
5Y22.29%
10Y7.71%

JEFMonthly Returns Heatmap


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JEFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Jefferies Financial Group Inc. Sharpe ratio is 3.81. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


JEF (Jefferies Financial Group Inc.)
Benchmark (S&P 500)

JEFDividends

Jefferies Financial Group Inc. granted a 1.87% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.80 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.80$0.60$0.48$0.42$0.31$0.24$0.24$0.24$0.24$0.23$0.23$0.23

Dividend yield

1.87%2.44%2.23%2.59%1.23%1.08%1.45%1.12%0.89%1.05%1.10%0.86%

JEFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


JEF (Jefferies Financial Group Inc.)
Benchmark (S&P 500)

JEFWorst Drawdowns

The table below shows the maximum drawdowns of the Jefferies Financial Group Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Jefferies Financial Group Inc. is 61.21%, recorded on Apr 23, 2020. It took 216 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.21%Apr 5, 20112278Apr 23, 2020216Mar 3, 20212494
-32.66%Apr 16, 201055Jul 2, 2010111Dec 9, 2010166
-16.2%Jan 7, 201022Feb 8, 201043Apr 12, 201065
-13.81%Mar 18, 202165Jun 18, 20217Jun 29, 202172
-9.38%Jun 30, 20216Jul 8, 202120Aug 5, 202126
-7.56%Feb 14, 20117Feb 23, 201117Mar 18, 201124
-5.18%Aug 30, 202116Sep 21, 20214Sep 27, 202120
-4.31%Aug 12, 20216Aug 19, 20212Aug 23, 20218
-3%Mar 4, 20211Mar 4, 20212Mar 8, 20213
-2.64%Jan 18, 20113Jan 20, 20111Jan 21, 20114

JEFVolatility Chart

Current Jefferies Financial Group Inc. volatility is 9.51%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


JEF (Jefferies Financial Group Inc.)
Benchmark (S&P 500)

Portfolios with Jefferies Financial Group Inc.


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