Flughafen Zurich Expected Short fall
| FHZN Stock | | | CHF 249.40 -0.80 -0.32% |
Technical inputs supporting the Expected Short fall indicator for Flughafen Zurich are shown here. Cross-instrument Expected Short fall comparisons are available via
Equity Screeners. Flughafen Zurich has a market cap of 7.71 B, operating margin of 34.75%, current ratio of 2.82. Allocation context is available in
Investing Opportunities. Portfolio tools allow users to monitor Flughafen Zurich alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Flughafen Zurich's company valuation — related indicators include
signals in state.
Flughafen Zurich has current Expected Short fall of
-1.05. 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 |
| = | -1.05 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Flughafen Zurich is rated
below average for expected short fall across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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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