Globalstar Common Expected Short fall
| GSAT Stock | | | USD 61.49 -5.89 -8.74% |
Technical inputs supporting the Expected Short fall indicator for Globalstar Common Stock are shown here. Cross-instrument Expected Short fall comparisons are available via
Equity Screeners. Globalstar Common has a market cap of 8.66 B, operating margin of -5.83%, current ratio of 0.5. See
Risk vs Return Analysis for portfolio-level analysis. Including Globalstar Common Stock in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Globalstar Common Stock's company valuation — related indicators include
signals in nation.
Globalstar Common Stock has current Expected Short fall of
-3.34. 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 |
| = | -3.34 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Globalstar Common Stock is rated
below average in expected short fall relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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