Forestar Expected Short fall
| FOR Stock | | | USD 24.29 -0.43 -1.74% |
This dataset for Forestar Group reflects inputs used in the Expected Short fall calculation. All values reflect available price and volume data across reporting intervals. Forestar has a market cap of 1.24 B, operating margin of 6.78%, ROE of 9.81%. Portfolio-level context is available through
Investing Opportunities. A position in Forestar Group is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Forestar Group has current Expected Short fall of
-2.00. 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 |
| = | -2.00 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Forestar Group is rated
below average for expected short fall against industry peers. It is currently under evaluation for maximum drawdown against industry 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 Forestar to Peers
Other Technical Indicators