CLARIVATE PLC Expected Short fall
| CLVT Stock | | | USD 2.42 -0.06 -2.42% |
Historical market data for CLARIVATE PLC forms the basis of the Expected Short fall indicator shown here. The calculation draws on time-series market data across available periods. CLARIVATE PLC has a market cap of 1.55 B, operating margin of 9.4%, current ratio of 0.82. Review
Trending Equities for broader portfolio context. Tracking CLARIVATE PLC in a portfolio helps measure its contribution to overall performance. All values are presented as reference data. Broader economic conditions can influence CLARIVATE PLC's company valuation — related indicators include
signals in private.
The fundamentals of trading CLARIVATE Stock are covered in our
How to Buy CLARIVATE PLC walkthrough.
CLARIVATE PLC 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
CLARIVATE PLC 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.
Compare CLARIVATE PLC to Peers
Other Technical Indicators