LTC Properties Value At Risk
| LTC Stock | | | USD 39.12 0.50 1.29% |
Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument. Below is LTC Properties's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-2.20, LTC Properties shows the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that LTC Properties could lose more than
-2.20 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.20 | |
| ER[a] | = | Expected return on investing in LTC Properties |
| STD | = | Standard Deviation of LTC Properties |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -2.31 for Value At Risk, with LTC Properties at -2.2006 falling above that level. Readings span -3.7396 (Innovative Industrial Properties) to 0.0 (). LTC Properties carries higher tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for LTC Properties and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare LTC Properties to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for LTC Properties is -2.20. Value At Risk for LTC Properties is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. LTC Properties operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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