Two Roads Expected Short fall
| LSAT Etf | | | USD 38.93 0.26 0.67% |
Technical inputs supporting the Expected Short fall indicator for Two Roads Shared are shown here. Values are derived from historical price and volume observations.
Correlation Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. A position in Two Roads Shared is indicated here. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Two Roads Shared 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
Two Roads Shared maintains a
third standing in expected short fall across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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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