CI Global Expected Short fall
| FSF Etf | | | CAD 32.93 0.22 0.67% |
The Expected Short fall reading for CI Global Financial is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Extended technical indicator views are accessible through
Equity Screeners. Portfolio design and allocation context appear in
Investing Opportunities. The view supports a broader understanding of portfolio structure. The allocation shows a weighting toward CI Global Financial. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. No forward-looking guarantees are expressed or implied by this data. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
CI Global Financial 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
CI Global Financial lands at
#3 in expected short fall against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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 CI Global to Peers
Other Technical Indicators