Hamilton Gold Expected Short fall
| AMAX Etf | | | 40.56 0.49 1.22% |
This technical indicator view for Expected Short fall organizes signals for Hamilton Gold Producer and comparable instruments. Data availability can vary by region and feed;
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Hamilton Gold Producer has current Expected Short fall of
-1.99. 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 |
| = | -1.99 | |
Hamilton Gold Expected Short fall Peers Comparison
Hamilton Expected Short fall Relative To Other Indicators
Hamilton Gold Producer is rated
below average. in expected short fall as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
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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