Full House Expected Short fall
| FLL Stock | | | USD 2.30 0.08 3.60% |
Technical inputs supporting the Expected Short fall indicator for Full House Resorts are shown here. Values are derived from historical price and volume observations. Full House has a market cap of 88.5 M, operating margin of 4.41%, current ratio of 6.76.
Investing Opportunities adds portfolio-level perspective. Portfolio analysis tools can evaluate how Full House Resorts fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Full House Resorts's company valuation — related indicators include
signals in board of governors.
Full House Resorts 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
Full House Resorts is rated
below average for expected short fall within its peer group. It is currently under evaluation for maximum drawdown within its 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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