Life Time Value At Risk
| LTH Stock | | | USD 33.58 -0.01 -0.03% |
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 Life Time's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-3.18 places Life Time at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Life Time could lose more than
-3.18 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.18 | |
| ER[a] | = | Expected return on investing in Life Time |
| STD | = | Standard Deviation of Life Time |
| 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 -3.57 for Value At Risk, with Life Time at -3.184 falling above that level. Readings span -5.2017 (Thor Industries) to 0.0 (). Life Time 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 Life Time 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 Life Time to PeersMethodology, Assumptions & Data Sources
Life Time's Value At Risk currently stands at -3.18. The Value At Risk for Life Time is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators