Global Dividend Expected Short fall
| GDV Stock | | | CAD 12.40 0.27 2.23% |
The Expected Short fall lookup presents technical context for Global Dividend Growth and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Global Dividend has a market cap of 197.71 M.
Risk vs Return Analysis can help frame allocation decisions. The allocation includes a position in Global Dividend Growth in the portfolio view. 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.
Global Dividend Growth has current Expected Short fall of
-0.67. 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 |
| = | -0.67 | |
Global Dividend Expected Short fall Peers Comparison
Global Expected Short fall Relative To Other Indicators
Global Dividend Growth takes the leading position 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.