21Shares Ethereum Expected Short fall
| ETHC ETF | | | 6.06 -1.97 -24.53% |
The Expected Short fall indicator for 21Shares Ethereum is constructed from normalized market data. All inputs reflect available trading data across supported markets.
Investing Opportunities provides a view into diversified allocation design. This view summarizes available data without implying outcomes. 21Shares Ethereum Core can be added to a watchlist or portfolio for position tracking. The information is presented without directional commentary. Broader economic conditions can influence 21Shares Ethereum Core's ETF valuation — related indicators include
signals in state.
21Shares Ethereum Core 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
21Shares Ethereum Core is rated
below average for expected short fall relative to ETF peers. It falls in the
fourth position for maximum drawdown relative to ETF peers .
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 21Shares Ethereum to Peers
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