Groupe Dynamite Expected Short fall
| GRGD Stock | | | 75.95 1.65 2.22% |
The Expected Short fall indicator for Groupe Dynamite is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Groupe Dynamite has a market cap of 8.05 B, operating margin of 33.04%. Use
Risk vs Return Analysis to view allocation positioning. Groupe Dynamite can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Groupe Dynamite's company valuation — related indicators include
signals in inflation.
Groupe Dynamite has current Expected Short fall of
-2.74. 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 |
| = | -2.74 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Groupe Dynamite 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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