K Bro Expected Short fall
| KBL Stock | | | CAD 35.17 0.13 0.37% |
The Expected Short fall technical lookup provides context for K Bro Linen and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. K Bro has a market cap of 452.28 M, operating margin of 10.98%, ROE of 8.3%. Review
Correlation Analysis for broader portfolio context. This reflects a position in K Bro Linen in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
K Bro Linen has current Expected Short fall of
-0.81. 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 |
| = | -0.81 | |
K Bro Expected Short fall Peers Comparison
KBL Expected Short fall Relative To Other Indicators
K Bro Linen is ranked
fourth relative to stocks in expected short fall category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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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