Life Time Group Stock Market Value
| LTH Stock | USD 29.74 0.42 1.43% |
| Symbol | Life |
Life Time Group Price To Book Ratio
Is Hotels, Restaurants & Leisure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Life Time. If investors know Life will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Life Time listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 3.75 | Earnings Share 0.68 | Revenue Per Share | Quarterly Revenue Growth 0.185 | Return On Assets |
The market value of Life Time Group is measured differently than its book value, which is the value of Life that is recorded on the company's balance sheet. Investors also form their own opinion of Life Time's value that differs from its market value or its book value, called intrinsic value, which is Life Time's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Life Time's market value can be influenced by many factors that don't directly affect Life Time's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Life Time's value and its price as these two are different measures arrived at by different means. Investors typically determine if Life Time is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Life Time's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Life Time '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 Life Time's 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 Life Time.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Life Time on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Life Time Group or generate 0.0% return on investment in Life Time over 30 days. Life Time is related to or competes with Planet Fitness, JAKKS Pacific, Xponential Fitness, Mattel, Callaway Golf, Acushnet Holdings, and YETI Holdings. Life Time Group Holdings, Inc. provides health, fitness, and wellness experiences to a community of individual members i... More
Life Time 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 Life Time's 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 Life Time Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.0745 | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.14 |
Life Time Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Life Time's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Life Time's standard deviation. In reality, there are many statistical measures that can use Life Time historical prices to predict the future Life Time's volatility.| Risk Adjusted Performance | 0.1017 | |||
| Jensen Alpha | 0.1989 | |||
| Total Risk Alpha | 0.0431 | |||
| Sortino Ratio | 0.0599 | |||
| Treynor Ratio | 0.4809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Life Time's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Life Time Group Backtested Returns
Life Time appears to be very steady, given 3 months investment horizon. Life Time Group has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Life Time's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please exercise Life Time's Downside Deviation of 2.68, mean deviation of 1.51, and Risk Adjusted Performance of 0.1017 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Life Time holds a performance score of 20. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Life Time's returns are expected to increase less than the market. However, during the bear market, the loss of holding Life Time is expected to be smaller as well. Please check Life Time's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Life Time's current price movements will revert.
Auto-correlation | 0.86 |
Very good predictability
Life Time Group has very good predictability. Overlapping area represents the amount of predictability between Life Time time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Life Time Group price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Life Time price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 1.64 |
Life Time Group lagged returns against current returns
Autocorrelation, which is Life Time 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 Life Time's stock expected returns. We can calculate the autocorrelation of Life Time returns to help us make a trade decision. For example, suppose you find that Life Time 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 |
Life Time 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 Life Time stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Life Time stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Life Time stock over time.
Current vs Lagged Prices |
| Timeline |
Life Time Lagged Returns
When evaluating Life Time's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Life Time stock have on its future price. Life Time 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, Life Time autocorrelation shows the relationship between Life Time stock current value and its past values and can show if there is a momentum factor associated with investing in Life Time Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Life Time Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Life Time's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Life Time Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Life Time Group Stock:Check out Life Time Correlation, Life Time Volatility and Life Time Alpha and Beta module to complement your research on Life Time. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Life Time technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.