KP Tissue Expected Short fall
| KPT Stock | | | CAD 11.10 0.17 1.56% |
The Expected Short fall calculation for KP Tissue draws on price and volume history. Data availability for the calculation period determines indicator completeness. KP Tissue has a market cap of 101.78 M, current ratio of 1.14.
Correlation Analysis can help frame allocation decisions. Portfolio tools allow users to monitor KP Tissue alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence KP Tissue's company valuation — related indicators include
signals in inflation.
KP Tissue has current Expected Short fall of
-0.73. 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 |
| = | -0.73 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
KP Tissue lands at
#2 in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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