Life Insurance Expected Short fall
| LINSA Stock | | | USD 11.00 0.00 0.00% |
The Expected Short fall signal for Life Insurance reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Life Insurance has a market cap of 4.8 M, operating margin of 7.82%, current ratio of 0.79. Review
Correlation Analysis for broader portfolio context. Including Life Insurance in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Life Insurance's company valuation — related indicators include
signals in main economic indicators.
Life Insurance 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
Life Insurance is rated
fifth 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.
Compare Life Insurance to Peers
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