Global X Expected Short fall
| BKCC Etf | | | 16.20 -0.25 -1.52% |
The Expected Short fall signal for Global X Equal reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Comparable indicator datasets are structured within
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Trending Equities to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This includes a position in Global X Equal. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. The dataset reflects available inputs without directional implication. 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.
Global X Equal has current Expected Short fall of
-0.62. 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 |
| = | -0.62 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Global X Equal 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.
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