Live Oak Value At Risk
| LOKV Stock | | | 10.36 0.02 0.19% |
Observed values used in the Value At Risk indicator for Live Oak Acquisition are included in this dataset. The underlying data comes from exchange-reported trading records. Live Oak has a market cap of 297.85 M. See
Correlation Analysis for additional portfolio context. Live Oak Acquisition can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Live Oak Acquisition's company valuation — related indicators include
signals in industry.
Live Oak Acquisition has current Value At Risk of
-0.1. 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)) |
| = | -0.1 | |
| ER[a] | = | Expected return on investing in Live Oak |
| STD | = | Standard Deviation of Live Oak |
| 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
Live Oak Acquisition falls in the
third position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the 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 Live Oak to Peers
Other Technical Indicators