Lizhi Value At Risk
| SOGP Stock | | | 12.92 0.26 2.05% |
This module presents the Value At Risk indicator for Lizhi Inc using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Lizhi has a market cap of 53.75 M, operating margin of 4.65%, ROE of 8.78%. Use
World Market Map to explore allocation context. The allocation summary reflects available position data. This suggests a position in Lizhi Inc. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
Lizhi Inc has current Value At Risk of
-5.97. 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)) |
| = | -5.97 | |
| ER[a] | = | Expected return on investing in Lizhi |
| STD | = | Standard Deviation of Lizhi |
| 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
Lizhi Inc is ranked
fourth for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Lizhi to Peers
Other Technical Indicators