Accelerate Arbitrage Expected Short fall
| ARB Etf | | | CAD 27.92 0.07 0.25% |
Historical market data for Accelerate Arbitrage forms the basis of the Expected Short fall indicator shown here. The indicator computation uses normalized market activity data. Portfolio design and allocation context appear in
Trending Equities. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. A position in Accelerate Arbitrage is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Accelerate Arbitrage has current Expected Short fall of
-0.34. 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 |
| = | -0.34 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Accelerate Arbitrage is rated
below average in expected short fall against similar ETFs. It is currently under evaluation in maximum drawdown against 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.
Compare Accelerate Arbitrage to Peers
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