Boss Resources Expected Short fall vs. Maximum Drawdown
| BQSSF Stock | | | USD 1.10 0.01 0.92% |
The this indicator profile for Boss Resources is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Boss Resources has a market cap of 648.37 M, operating margin of -16.29%, ROE of 19.37%. Review
Trending Equities for a broader allocation view. The allocation shows a weighting toward Boss Resources. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in real.
Boss Resources has current Expected Short fall of
-6.34. 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 |
| = | -6.34 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Boss Resources is rated
below average in expected short fall across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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