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Leverage ratio

Total position value divided by account equity, stating how many dollars of exposure each dollar of capital controls.

The leverage ratio answers one question: how big is the thing you are holding relative to what you own. A $30,000 account holding $90,000 of stock is at 3:1.

It is a better risk gauge than margin used, because it is denominated in the thing that actually moves. At 3:1, a 10% adverse move in the underlying is a 30% hit to equity; at 10:1, a 10% move wipes you out. Reverse the question when sizing: divide the loss you can tolerate by the move you consider plausible, and that is your maximum leverage.

Different products quote it differently - regulation-t gives 2:1 overnight on US stocks, day-trading-margin gives 4:1 intraday, futures often imply 15-30:1, and retail FX can reach 30:1 or more. Availability is not a recommendation.

Related: effective-leverage, notional-exposure, margin-utilisation, leverage

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.

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