Lam Research Value At Risk
| LRCX Stock | | | USD 238.84 5.53 2.37% |
This module presents the Value At Risk indicator for Lam Research Corp using available market inputs. The underlying data comes from exchange-reported trading records. Lam Research has a market cap of 293.04 B, operating margin of 33.87%, current ratio of 2.69. Use
Correlation Analysis to explore allocation context. Tracking Lam Research Corp in a portfolio helps measure its contribution to overall performance. This information is provided for contextual purposes. Broader economic conditions can influence Lam Research Corp's company valuation — related indicators include
signals in discontinued.
Lam Research Corp has current Value At Risk of
-5.93. 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)) |
| = | -5.93 | |
| ER[a] | = | Expected return on investing in Lam Research |
| STD | = | Standard Deviation of Lam Research |
| 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
Lam Research Corp is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Lam Research to Peers
Other Technical Indicators