5N Plus Expected Short fall
| FPLSF Pink Sheet | | | USD 23.97 -1.25 -4.96% |
Historical market data for 5N Plus forms the basis of the Expected Short fall indicator shown here. Cross-instrument Expected Short fall comparisons are available via
Equity Screeners. 5N Plus has a market cap of 189.91 M, operating margin of 4.7%, current ratio of 3.4. See
Investing Opportunities for portfolio-level analysis. Portfolio tools allow users to monitor 5N Plus alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence 5N Plus's company valuation — related indicators include
signals in main economic indicators.
5N Plus has current Expected Short fall of
-3.63. 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 |
| = | -3.63 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
5N Plus is rated
below average in expected short fall across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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