Sprott Physical Expected Short fall
| CEF Stock | | | CAD 72.14 0.62 0.87% |
Sprott Physical expected short fall lookup summarizes this and related technical indicators for Sprott Physical Gold. Coverage depends on data availability and normalization;
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Sprott Physical Gold has current Expected Short fall of
-2.37. 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 |
| = | -2.37 | |
Sprott Physical Expected Short fall Peers Comparison
Sprott Expected Short fall Relative To Other Indicators
Sprott Physical Gold is rated
below average. in expected short fall category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
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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