Amundi Index Expected Short fall
| AASU Etf | | | USD 55.54 -1.33 -2.34% |
Amundi Index expected short fall lookup summarizes this and related technical indicators for Amundi Index Solutions. Some instruments may have limited coverage due to data differences;
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Amundi Index Solutions has current Expected Short fall of
-0.94. Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL).
Expected Shortfall | = | Conditional VAR |
| = | -0.94 | |
Amundi Index Expected Short fall Peers Comparison
Amundi Expected Short fall Relative To Other Indicators
Amundi Index Solutions is rated
below average for expected short fall relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.
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