Self-esteem: Self-esteem refers to general feelings of self-worth or self-value.
Self-efficacy: Self-efficacy is belief in one’s capacity to succeed at tasks. General self-efficacy is belief in one’s general capacity to handle tasks. Specific self-efficacy refers to beliefs about one’s ability to perform specific tasks (e.g., driving, public speaking, studying, etc.)
Self-confidence: Self-confidence refers to belief in one’s personal worth and likelihood of succeeding. Self-confidence is a combination of self-esteem and general self-efficacy.
Self-concept: Self-concept is the nature and organization of beliefs about one’s self. Self-concept is theorized to be multi-dimensional. For example, people have separate beliefs about physical, emotional, social, etc. aspects of themselves.