LivePerson Value At Risk
| LPSN Stock | | | USD 2.47 -0.09 -3.52% |
The Value At Risk profile for LivePerson is based on historical price and volume observations. The dataset is based on observed market activity where data is available. LivePerson has a market cap of 30.86 M, operating margin of 5.83%, current ratio of 2.22. Use
Correlation Analysis to view allocation positioning. Tracking LivePerson in a portfolio provides context for performance attribution. This information is provided for contextual purposes. Broader economic conditions can influence LivePerson's company valuation — related indicators include
signals in main economic indicators.
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How to Buy LivePerson Stock step-by-step guide.
LivePerson has current Value At Risk of
-6.54. 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)) |
| = | -6.54 | |
| ER[a] | = | Expected return on investing in LivePerson |
| STD | = | Standard Deviation of LivePerson |
| 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
LivePerson lands at
#2 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.
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