IRLAB Therapeutics Expected Short fall
| IRLAB-A Stock | | | SEK 1.58 -0.01 -0.63% |
The Expected Short fall reading for IRLAB Therapeutics AB is computed from historical trading observations. Values reflect historical observations within the available dataset. IRLAB Therapeutics has a market cap of 525.71 M, operating margin of -1.68%, ROE of -27.69%. Review
Risk vs Return Analysis for broader portfolio context. This suggests a position in IRLAB Therapeutics AB. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
IRLAB Therapeutics AB 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
IRLAB Therapeutics AB is rated
below average 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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