CodeMill Expected Short fall
| CDMIL Stock | | | 14.00 0.35 2.56% |
This module presents the Expected Short fall indicator for CodeMill AB using available market inputs. The indicator computation uses normalized market activity data. CodeMill has a market cap of 74.92 M, operating margin of -26.75%. For allocation context, review
Trending Equities. Portfolio analysis tools can evaluate how CodeMill AB fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence CodeMill AB's company valuation — related indicators include
signals in board of governors.
CodeMill AB 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
CodeMill AB is rated
below average in expected short fall relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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Other Technical Indicators