Automotive Properties Expected Short fall
| APR-UN Stock | | | CAD 11.64 0.04 0.34% |
This technical indicator view for Expected Short fall organizes signals for Automotive Properties Real and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Automotive Properties has market cap of 639.08 M, P/E of 31.48, operating margin of 78.4%. See
Trending Equities for portfolio-level analysis. This suggests a position in Automotive Properties Real within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Automotive Properties Real has current Expected Short fall of
-0.55. 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 |
| = | -0.55 | |
Automotive Properties Expected Short fall Peers Comparison
Automotive Expected Short fall Relative To Other Indicators
Automotive Properties Real is rated
second among stocks in expected short fall category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
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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