Compagnie Financiere Expected Short fall
| CFT Stock | | | CHF 256.00 -20.00 -7.25% |
The Expected Short fall profile for Compagnie Financiere Tradition is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Compagnie Financiere has a market cap of 1.96 B, operating margin of 14.52%, ROE of 28.79%.
Trending Equities can help frame allocation decisions. The portfolio reflects a holding in Compagnie Financiere Tradition. The weighting is visible within the allocation breakdown. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Compagnie Financiere Tradition 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
Compagnie Financiere Tradition falls in the
third position for expected short fall across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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.
Compare Compagnie Financiere to Peers
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