Lundin Gold Expected Short fall
| LUG Stock | | | CAD 113.70 -5.51 -4.62% |
Lundin Gold expected short fall lookup summarizes this and related technical indicators for Lundin Gold. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Lundin Gold has a market cap of 27.49 B, operating margin of 62.55%, ROE of 61.4%. Use
Correlation Analysis to explore allocation context. This includes a position in Lundin Gold 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.
Lundin Gold has current Expected Short fall of
-2.28. 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 |
| = | -2.28 | |
Lundin Gold Expected Short fall Peers Comparison
Lundin Expected Short fall Relative To Other Indicators
Lundin Gold is ranked
fifth 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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