UBSFund Solutions Expected Short fall
| EMMUKD ETF | | | USD 20.17 -0.53 -2.56% |
Historical market data for UBSFund Solutions MSCI forms the basis of the Expected Short fall indicator shown here. Cross-instrument Expected Short fall comparisons are available via
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Investing Opportunities for context on portfolio diversification. The information is presented without directional commentary. Tracking UBSFund Solutions MSCI in a portfolio helps measure its contribution to overall performance. This view summarizes available data without implying outcomes. Broader economic conditions can influence UBSFund Solutions MSCI's ETF valuation — related indicators include
signals in industry.
UBSFund Solutions MSCI has current Expected Short fall of
-1.19. 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 |
| = | -1.19 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
UBSFund Solutions MSCI is rated
below average in expected short fall compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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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