Endeavour Mining Expected Short fall
| EDV Stock | | | CAD 78.43 -5.32 -6.35% |
The Expected Short fall lookup presents technical context for Endeavour Mining Corp and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Endeavour Mining has a market cap of 20.28 B, operating margin of 28.5%, ROE of 27.74%.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in Endeavour Mining Corp in the portfolio view. 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.
Endeavour Mining Corp has current Expected Short fall of
-2.61. 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 |
| = | -2.61 | |
Endeavour Mining Expected Short fall Peers Comparison
Endeavour Expected Short fall Relative To Other Indicators
Endeavour Mining Corp lands at
#4 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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