Bragg Gaming Expected Short fall
| BRAG Stock | | | CAD 2.78 -0.10 -3.47% |
Historical market data for Bragg Gaming Group forms the basis of the Expected Short fall indicator shown here. The calculation draws on time-series market data across available periods. Bragg Gaming has a market cap of 73.29 M, operating margin of -0.06%, current ratio of 0.98. See
Trending Equities for portfolio-level analysis. Tracking Bragg Gaming Group in a portfolio provides context for performance attribution. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Bragg Gaming Group's company valuation — related indicators include
signals in inflation.
Bragg Gaming Group 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
Bragg Gaming Group lands at
#5 in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
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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