Hercules Capital Expected Short fall
| HTGC Stock | | | USD 14.50 0.33 2.33% |
The Expected Short fall profile for Hercules Capital is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Hercules Capital has a market cap of 2.6 B, operating margin of 83.82%, current ratio of 3.65.
Risk vs Return Analysis adds portfolio-level perspective. Tracking Hercules Capital in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Hercules Capital's company valuation — related indicators include
signals in census.
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Hercules Capital has current Expected Short fall of 0. 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 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Hercules Capital is rated
below average for expected short fall relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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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