Fortuna Silver Expected Short fall
| FSM Stock | | | USD 10.82 -0.22 -1.99% |
The Expected Short fall lookup presents technical context for Fortuna Silver Mines and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Fortuna Silver has a market cap of 3.39 B, operating margin of 43.43%, ROE of 18.04%.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in Fortuna Silver Mines within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Fortuna Silver Mines has current Expected Short fall of
-2.95. 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 |
| = | -2.95 | |
Fortuna Silver Expected Short fall Peers Comparison
Fortuna Expected Short fall Relative To Other Indicators
Fortuna Silver Mines is rated
below average in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
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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