LGL Value At Risk
| LGL Stock | | | USD 7.26 -0.23 -3.07% |
The Value At Risk signal for LGL Group reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis. LGL has a market cap of 33.73 M, operating margin of -3.36%, current ratio of 15.35. Use
Correlation Analysis to view allocation positioning. LGL Group can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence LGL Group's company valuation — related indicators include
signals in census.
LGL Group has current Value At Risk of
-3.07. 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.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.07 | |
| ER[a] | = | Expected return on investing in LGL |
| STD | = | Standard Deviation of LGL |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
LGL Group sits atop the peer group for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare LGL to Peers
Other Technical Indicators