Life Time Group Stock Alpha and Beta Analysis
| LTH Stock | USD 24.06 0.56 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Life Time Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Life Time over a specified time horizon. Remember, high Life Time's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Life Time's market risk premium analysis include:
Beta 1.03 | Alpha (0.13) | Risk 2.04 | Sharpe Ratio 0.0278 | Expected Return 0.0567 |
Life Time Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Life |
Life Time Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Life Time market risk premium is the additional return an investor will receive from holding Life Time long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Life Time. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Life Time's performance over market.| α | -0.13 | β | 1.03 |
Life Time expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Life Time's Buy-and-hold return. Our buy-and-hold chart shows how Life Time performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Life Time Market Price Analysis
Market price analysis indicators help investors to evaluate how Life Time stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Life Time shares will generate the highest return on investment. By understating and applying Life Time stock market price indicators, traders can identify Life Time position entry and exit signals to maximize returns.
Life Time Return and Market Media
The median price of Life Time for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 24.42 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 24.31, and mean deviation of 0.71. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Leisure Facilities Stocks Q2 Recap Benchmarking Live Nation | 09/20/2024 |
2 | Acquisition by Lasher Stuart G. of 3665 shares of Life Time subject to Rule 16b-3 | 10/01/2024 |
3 | Disposition of 4276 shares by Parham Javaheri of Life Time at 25.27 subject to Rule 16b-3 | 10/11/2024 |
4 | Disposition of 4662 shares by Erik Weaver of Life Time at 25.88 subject to Rule 16b-3 | 10/15/2024 |
5 | Life Time Group GAAP EPS of 0.19 misses by 0.02, revenue of 693.2M in-line | 10/24/2024 |
6 | Q3 2024 Life Time Group Holdings Inc Earnings Call Transcript | 10/25/2024 |
7 | There May Be Underlying Issues With The Quality Of Life Time Group Holdings Earnings | 11/04/2024 |
8 | Life Time wants to expand Miora health spa brand to dozens of states | 11/05/2024 |
9 | Investors Appear Satisfied With Life Time Group Holdings, Inc.s Prospects | 11/08/2024 |
10 | Disposition of 3741394 shares by Galashan John Kristofer of Life Time at 24.18 subject to Rule 16b-3 | 11/11/2024 |
11 | Unlocking Hormone Health Life Time to Host Complimentary Mens Hormone Health Livestream Nov. 13 | 11/12/2024 |
12 | Insider Sale at Life Time Group Holdings Inc by Green LTF Holdings II LP | 11/13/2024 |
13 | Life Time Announces Expansion in South Florida with New Athletic Country Club in West Boca Raton, Opening Late 2025 | 11/19/2024 |
14 | Life Time Grows Digital Footprint with the Launch 100 New On-Demand Fitness Classes and New ... | 11/21/2024 |
15 | Should You Invest In Lifetime Holdings | 11/26/2024 |
About Life Time Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Life or other stocks. Alpha measures the amount that position in Life Time Group has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 6.91 | 4.61 | 9.76 | 8.95 | PTB Ratio | 1.59 | 1.09 | 1.31 | 1.8 |
Life Time Upcoming Company Events
As portrayed in its financial statements, the presentation of Life Time's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Life Time's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Life Time's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Life Time. Please utilize our Beneish M Score to check the likelihood of Life Time's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Life Time Backtesting, Life Time Valuation, Life Time Correlation, Life Time Hype Analysis, Life Time Volatility, Life Time History and analyze Life Time Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Life Time technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.