Charlottes Web Expected Short fall
| CWEB Stock | | | CAD 0.90 -0.02 -2.17% |
This technical indicator view for Expected Short fall organizes signals for Charlottes Web Holdings and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Charlottes Web has a market cap of 143.48 M, operating margin of -45.68%, ROE of -109.83%. See
Trending Equities for portfolio-level analysis. This suggests a position in Charlottes Web Holdings inside the allocation mix. 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.
Charlottes Web Holdings has current Expected Short fall of
-10.92. 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 |
| = | -10.92 | |
Charlottes Web Expected Short fall Peers Comparison
Charlottes Expected Short fall Relative To Other Indicators
Charlottes Web Holdings is rated
below average. in expected short fall category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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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