Lionsgate Studios Value At Risk
| LION Stock | | | USD 9.22 -0.31 -3.25% |
The Value At Risk calculation for Lionsgate Studios draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Lionsgate Studios has a market cap of 2.68 B. Review
Correlation Analysis for broader portfolio context. This includes a position in Lionsgate Studios Holding. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Lionsgate Studios Holding has current Value At Risk of
-3.61. 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)) |
| = | -3.61 | |
| ER[a] | = | Expected return on investing in Lionsgate Studios |
| STD | = | Standard Deviation of Lionsgate Studios |
| 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
Lionsgate Studios Holding lands at
#5 in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
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 Lionsgate Studios to Peers
Other Technical Indicators