CITIC Expected Short fall
| CTPCF Pink Sheet | | | USD 1.43 0.00 0.00% |
Historical market data for CITIC Limited forms the basis of the Expected Short fall indicator shown here. Coverage may vary depending on data availability and normalization methods. CITIC has a market cap of 33.83 B, operating margin of 36.9%, current ratio of 1.63.
Trending Equities can help frame allocation decisions. Portfolio analysis tools can evaluate how CITIC Limited fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence CITIC Limited's company valuation — related indicators include
signals in housing.
CITIC Limited 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
CITIC Limited ranks
fourth among pink sheets in expected short fall across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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