IShares JP Expected Short fall
| LEMB Etf | | | USD 40.84 -0.26 -0.63% |
The Expected Short fall technical lookup provides context for iShares JP Morgan and related instruments. Availability can vary by instrument;
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Correlation Analysis provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in iShares JP Morgan within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
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iShares JP Morgan 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 | |
IShares JP Expected Short fall Peers Comparison
IShares Expected Short fall Relative To Other Indicators
iShares JP Morgan is rated
fourth in expected short fall compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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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