GURUFOCUS.COM » STOCK LIST » Financial Services » Capital Markets » Jefferies Financial Group Inc (NYSE:JEF) » Definitions » Volatility

JEF (Jefferies Financial Group) Volatility : 27.02% (As of Oct. 31, 2024)


View and export this data going back to 1968. Start your Free Trial

What is Jefferies Financial Group Volatility?

Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.

As of today (2024-10-31), Jefferies Financial Group's Volatility is 27.02%.


Competitive Comparison of Jefferies Financial Group's Volatility

For the Capital Markets subindustry, Jefferies Financial Group's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Jefferies Financial Group's Volatility Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Jefferies Financial Group's Volatility distribution charts can be found below:

* The bar in red indicates where Jefferies Financial Group's Volatility falls into.



Jefferies Financial Group  (NYSE:JEF) Volatility Calculation

The annualized volatility is calculated as following:

σA=σM * 12
= 1/(n-1) ∑(Ri - R')^2 * 12

Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.


Jefferies Financial Group  (NYSE:JEF) Volatility Explanation

Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.

Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.

Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.


Jefferies Financial Group Volatility Related Terms

Thank you for viewing the detailed overview of Jefferies Financial Group's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.


Jefferies Financial Group Business Description

Traded in Other Exchanges
Address
520 Madison Avenue, New York, NY, USA, 10022
Jefferies Financial Group Inc is a diversified financial services company. It has two reportable segments; Investment Banking and Capital Markets which is also the majority revenue generating segment, includes securities, commodities, corporate lending, futures and foreign exchange capital markets activities and its investment banking business, which provides underwriting and financial advisory services to clients across different sectors. The Asset Management reportable business segment provides alternative investment management services to investors in the U.S. and overseas and generates investment income from capital invested in and managed by it or its affiliated asset managers.
Executives
Brian P Friedman director, officer: President
Richard B Handler director, officer: CEO C/O JEFFERIES LLC, 520 MADISON AVE., NEW YORK NY 10022
Joseph S Steinberg director, 10 percent owner, officer: President C/O LEUCADIA NATIONAL CORP, 315 PARK AVENUE SOUTH, NEW YORK NY 10010
Mark Lawrence Cagno officer: VP and Co-Controller C/O JEFFERIES FINANCIAL GROUP INC., 520 MADISON AVENUE, NEW YORK NY 10022
Matthew Scott Larson officer: EVP, Co-CFO C/O JEFFERIES FINANCIAL GROUP INC., 520 MADISON AVENUE, NEW YORK NY 10022
Rocco J Nittoli officer: Treasurer 315 PARK AVENUE SOUTH, NEW YORK NY 10010
Thomas W Jones director ALTRIA GROUP INC, 6601 WEST BROAD STREET, RICHMOND VA 23230
O Kane Michael T director 80 HICKORY HILL BLVD, TOTOWA NJ 07512
Melissa Weiler director 399 PARK AVE 38TH FL, NEW YORK DC 10022
Matrice Ellis-kirk director C/O JEFFERIES FINANCIAL GROUP INC, 520 MADISON AVENUE, NEW YORK NY 10022
Stuart Harry Reese director
Barry J Alperin director C/O HENRY SCHEIN INC, 135 DURYEA RD, MELVILLE NY 11747
Maryanne Gilmartin director C/O JEFFERIES FINANCIAL GROUP INC., 520 MADISON AVE., NEW YORK NY 10022
Jacob M Katz director C/O HERC HOLDINGS INC., 27500 RIVERVIEW CENTER BLVD., BONITA SPRINGS FL 34134
John Merritt Dalton officer: Controller 520 MADISON AVE., NEW YORK NY 10022