Ecora Resources Expected Short fall
| ECOR Stock | | | 2.29 -0.07 -2.97% |
The Expected Short fall reading for Ecora Resources plc is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners. Ecora Resources has a market cap of 571.25 M, operating margin of 23.52%, ROE of -6.76%.
Investing Opportunities can help frame allocation decisions. The overview captures current portfolio composition. The data reflects holdings as of the most recent update. The information is presented without directional commentary. A position in Ecora Resources plc is indicated here. This is part of the broader portfolio composition. 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.
Ecora Resources plc has current Expected Short fall of
-2.83. 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 |
| = | -2.83 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Ecora Resources plc is rated
below average in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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