Raymond James (UK) Market Value
| 0KU1 Stock | 160.68 3.93 2.51% |
| Symbol | Raymond |
Raymond James '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 Raymond James' 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 Raymond James.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Raymond James on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Raymond James Financial or generate 0.0% return on investment in Raymond James over 90 days. Raymond James is related to or competes with Fiinu PLC, AFC Energy, Argo Blockchain, SANTANDER, Coor Service, Mereo BioPharma, and IShares Dow. Raymond James is entity of United Kingdom More
Raymond James 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 Raymond James' 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 Raymond James Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0413 | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 3.07 |
Raymond James Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raymond James' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raymond James' standard deviation. In reality, there are many statistical measures that can use Raymond James historical prices to predict the future Raymond James' volatility.| Risk Adjusted Performance | 0.1113 | |||
| Jensen Alpha | 0.1424 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0406 | |||
| Treynor Ratio | 0.402 |
Raymond James Financial Backtested Returns
Raymond James appears to be very steady, given 3 months investment horizon. Raymond James Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Raymond James Financial, which you can use to evaluate the volatility of the company. Please evaluate Raymond James' Risk Adjusted Performance of 0.1113, semi deviation of 1.85, and Coefficient Of Variation of 880.5 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Raymond James holds a performance score of 20. The company holds a Beta of 0.53, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Raymond James' returns are expected to increase less than the market. However, during the bear market, the loss of holding Raymond James is expected to be smaller as well. Please check Raymond James' jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Raymond James' historical price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Raymond James Financial has good predictability. Overlapping area represents the amount of predictability between Raymond James time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Raymond James Financial price movement. The serial correlation of 0.76 indicates that around 76.0% of current Raymond James price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 28.24 |
Raymond James Financial lagged returns against current returns
Autocorrelation, which is Raymond James 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 Raymond James' stock expected returns. We can calculate the autocorrelation of Raymond James returns to help us make a trade decision. For example, suppose you find that Raymond James 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 |
Raymond James 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 Raymond James stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raymond James stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raymond James stock over time.
Current vs Lagged Prices |
| Timeline |
Raymond James Lagged Returns
When evaluating Raymond James' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raymond James stock have on its future price. Raymond James 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, Raymond James autocorrelation shows the relationship between Raymond James stock current value and its past values and can show if there is a momentum factor associated with investing in Raymond James Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Raymond Stock Analysis
When running Raymond James' price analysis, check to measure Raymond James' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Raymond James is operating at the current time. Most of Raymond James' value examination focuses on studying past and present price action to predict the probability of Raymond James' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raymond James' price. Additionally, you may evaluate how the addition of Raymond James to your portfolios can decrease your overall portfolio volatility.