21Shares Ripple Expected Short fall
| AXRP Etf | | | CHF 30.98 -0.30 -0.96% |
The Expected Short fall profile for 21Shares Ripple XRP is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. For portfolio construction context, review
Trending Equities. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. This suggests a position in 21Shares Ripple XRP. The position sits inside the allocation mix. 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.
21Shares Ripple XRP has current Expected Short fall of 0. 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 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
21Shares Ripple XRP 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.
Compare 21Shares Ripple to Peers
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