Intelbras Expected Short fall
| INTB3 Stock | | | BRL 13.96 -0.21 -1.48% |
The Expected Short fall lookup presents technical context for Intelbras SA and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Intelbras has a market cap of 9.48 B, operating margin of 10.95%, ROE of 20.88%.
Risk vs Return Analysis can help frame allocation decisions. The allocation includes a position in Intelbras SA within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
Intelbras SA has current Expected Short fall of
-1.81. 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 |
| = | -1.81 | |
Intelbras Expected Short fall Peers Comparison
Intelbras Expected Short fall Relative To Other Indicators
Intelbras SA maintains a
fifth standing 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.
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.