Genesis Land Expected Short fall
| GDC Stock | | | CAD 3.45 0.01 0.29% |
Genesis Land expected short fall lookup summarizes this and related technical indicators for Genesis Land Development. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Genesis Land has a market cap of 196.58 M, operating margin of 13.45%, ROE of 14.09%. Use
Risk vs Return Analysis to explore allocation context. This includes a position in Genesis Land Development across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Genesis Land Development has current Expected Short fall of
-2.07. 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 |
| = | -2.07 | |
Genesis Land Expected Short fall Peers Comparison
Genesis Expected Short fall Relative To Other Indicators
Genesis Land Development 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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