E L Expected Short fall
| ELF-PH Preferred Stock | | | CAD 24.03 -0.32 -1.31% |
The Expected Short fall indicator for E L Financial 3 is derived from observed market data. Exchange-specific data schedules may affect the recency of readings. E L has a market cap of 2.68 B, operating margin of 112.6%, ROE of -6.85%. See
Investing Opportunities for portfolio-level analysis. A position in E L Financial 3 appears within the mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
E L Financial 3 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
E L Financial 3 is rated
below average in expected short fall among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 E L to Peers
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