Life Time Correlations

LTH Stock

USD 29.08 0.77 2.72%

The current 90-days correlation between Life Time Group and Planet Fitness is 0.47 (i.e., Very weak diversification). The correlation of Life Time is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Life Time Correlation With Market

Weak diversification

The correlation between Life Time Group and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Life Time Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Life Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Life Time Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in housing.

Moving together with Life Stock

0.62

SHAK

Shake Shack

Pair Corr

Moving against Life Stock

0.38	TM	Toyota Motor	Pair Corr
0.48	MOD	Modine Manufacturing	Pair Corr
0.32	GNTX	Gentex	Pair Corr
0.31	LOW	Lowes Companies	Pair Corr

Related Correlations Analysis

	XPOF	PLNT	LUCK	JAKK	PRKS	MCW	CWAN
XPOF		0.56	0.47	-0.15	0.25	0.08	0.02	XPOF
PLNT	0.56		0.81	-0.34	0.52	-0.27	-0.34	PLNT
LUCK	0.47	0.81		-0.42	0.72	-0.37	-0.52	LUCK
JAKK	-0.15	-0.34	-0.42		-0.61	0.63	0.88	JAKK
PRKS	0.25	0.52	0.72	-0.61		-0.26	-0.65	PRKS
MCW	0.08	-0.27	-0.37	0.63	-0.26		0.72	MCW
CWAN	0.02	-0.34	-0.52	0.88	-0.65	0.72		CWAN
	XPOF	PLNT	LUCK	JAKK	PRKS	MCW	CWAN

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CWAN	+ 0.88	JAKK
LUCK	+ 0.81	PLNT
PRKS	+ 0.72	LUCK
CWAN	+ 0.72	MCW
MCW	+ 0.63	JAKK
PLNT	+ 0.56	XPOF

High negative correlations

CWAN	- 0.65	PRKS
PRKS	- 0.61	JAKK
CWAN	- 0.52	LUCK
JAKK	- 0.42	LUCK
MCW	- 0.37	LUCK
CWAN	- 0.34	PLNT

Risk-Adjusted Indicators

There is a big difference between Life Stock performing well and Life Time Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Life Time's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
XPOF	3.60	(0.04)	0.02	0.08	5.30	(4.19)	6.04	(6.63)	61.76
PLNT	1.21	0.02	(0.02)	0.14	1.37	(1.31)	2.56	(2.37)	7.77
LUCK	2.15	0.20	0.07	0.29	2.38	(2.20)	5.25	(3.69)	16.15
JAKK	2.06	(0.38)	0.00	(0.05)	0.00	0.00	5.22	(5.37)	14.67
PRKS	1.86	0.00	0.03	0.09	2.15	(2.16)	4.23	(3.26)	10.48
MCW	1.80	(0.50)	0.00	(0.17)	0.00	0.00	3.85	(4.48)	10.59
CWAN	1.78	(0.35)	0.00	(0.09)	0.00	0.00	3.48	(5.16)	11.90

Life Time Corporate Management

Erik Lindseth	General VP	Profile
John Brennan	Senior Capital	Profile
CCN ND	Chief Officer	Profile
Thomas Bergmann	President	Profile
Erik Weaver	Principal Officer	Profile
Bahram Akradi	Chairman Founder	Profile
Steven Larson	Senior Operations	Profile

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