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JEF Stock Analysis

Data source: Trade-Ideas Alerts | 3 alerts analyzed | Backtest period: 2022-01-12 → 2024-08-12

⚠️ Small sample size (3 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Oct 07, 1968 🔗 www.jefferies.com
💰 Market Cap: $12.85B 👥 Employees: 7,866
Jefferies Financial Group is a full-service investment banking and capital markets firm that was founded in 1962. After nearly 30 years of focusing on institutional trading services, it entered the investment banking industry in the early 1990s, which ultimately grew into the core business. In 2013, Jefferies merged with Leucadia, a manufacturing-focused holding company. Since merging, Jefferies became the bedrock of the business as the bulk of the legacy portfolio was sold off and the parent company was renamed to match the subsidiary. Within the investment banking landscape, Jefferies predominately serves the North American middle market and has captured considerable market share over the past decade.
📊
3
Total Alerts
🎯
66.7%
Win Rate (5MIN)
💰
-0.26%
Avg Gain (5MIN)
🚀
+1.29%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 66.7%
Avg Gain: -0.26%
Avg Winner: +0.40%
Avg Loser: -1.57%
Best: +0.51%
Worst: -1.57%
Trades: 2/1

15MIN

Win Rate: 66.7%
Avg Gain: -0.49%
Avg Winner: +0.60%
Avg Loser: -2.66%
Best: +0.98%
Worst: -2.66%
Trades: 2/1

30MIN

Win Rate: 33.3%
Avg Gain: -1.01%
Avg Winner: +0.19%
Avg Loser: -1.61%
Best: +0.19%
Worst: -2.70%
Trades: 1/2

60MIN

Win Rate: 33.3%
Avg Gain: -1.05%
Avg Winner: +0.62%
Avg Loser: -1.88%
Best: +0.62%
Worst: -3.58%
Trades: 1/2

EOD (End of Day)

Win Rate: 33.3%
Avg Gain: -1.02%
Avg Winner: +0.64%
Avg Loser: -1.85%
Best: +0.64%
Worst: -3.27%
Trades: 1/2

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +1.29%
Best MFE: +1.65%
Avg Time to MFE: 8 min

On average, JEF alerts reach +1.29% profit potential within 8 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: +0.55%
Worst MAE: -0.22%
Avg Time to MAE: 2 min

Before reaching MFE, expect an average drawdown of 0.55%.

⚖️ Risk/Reward Ratio

2.33:1

Excellent risk/reward - potential gain is 2.33x the typical drawdown.

💡 Trading Insight: Based on 3 alerts, JEF typically reaches +1.29% profit before pulling back. Consider setting profit targets around 1.0% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 3
Gap Up % 66.7%
Avg Gap +0.09%
Best Gap +0.29%

🏭 Sector Comparison: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES

How JEF compares to 16 other tickers in the same sector.

5-Min Gain
JEF: -0.26% Sector: -0.16% -0.10%
EOD Gain
JEF: -1.02% Sector: +0.18% -1.20%
Avg MFE
JEF: +1.29% Sector: +2.77% -1.48%

📋 Last 20 Alerts

Historical JEF alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2024-08-12 09:26:08 $55.21 +0.51% +0.21% -0.53% +0.62% -0.43% +0.80% -0.22% +0.29% WIN
2022-07-22 09:25:00 $31.02 +0.29% +0.98% +0.19% -0.18% +0.64% +1.42% +0.23% +0.23% WIN
2022-01-12 09:25:00 $38.86 -1.57% -2.66% -2.70% -3.58% -3.27% +1.65% +1.65% -0.23% LOSS

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

⚠️ JEF Shows Negative Expectancy

Despite a 66.7% win rate, JEF has -0.26% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making JEF profitable.

🔧 Fix JEF Risk/Reward →

Why Analyze JEF with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for JEF. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, JEF historically offers an average upside of +1.29% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 JEF Momentum Personality

With a baseline win rate of 66.7%, JEF shows negative expectancy despite winning more often - average losses (-1.57%) outweigh average wins (+0.40%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: JEF shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.26%). This suggests JEF is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.