Imax Corp Expected Short fall
| IMAX Stock | | | USD 39.19 1.09 2.86% |
The Expected Short fall technical lookup provides context for Imax Corp and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Imax Corp has a market cap of 2.06 B, operating margin of 26.61%, ROE of 11.3%. See
Risk vs Return Analysis for portfolio-level analysis. The allocation includes a position in Imax Corp 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 nation.
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Imax Corp has current Expected Short fall of
-1.75. 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 |
| = | -1.75 | |
Imax Corp Expected Short fall Peers Comparison
Imax Expected Short fall Relative To Other Indicators
Imax Corp is rated
fifth in expected short fall among leading competitors. It is currently under evaluation in maximum drawdown among leading 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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