21Shares Bitcoin Expected Short fall
| CBTC Etf | | | 13.13 0.12 0.92% |
This dataset for 21Shares Bitcoin Core reflects inputs used in the Expected Short fall calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners. Diversification context is available through
Trending Equities. Diversification context helps frame allocation across holdings. The holding in 21Shares Bitcoin Core represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. All figures are based on reported data and are informational in nature. 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 Bitcoin Core 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 Bitcoin Core is rated
below average for expected short fall relative to ETF peers. It is rated
below average 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.
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