Mativ Holdings Expected Short fall
| MATV Stock | | | USD 8.20 -0.11 -1.32% |
The Expected Short fall calculation for Mativ Holdings draws on price and volume history. Each data point is derived from standardized price and volume feeds. Mativ Holdings has a market cap of 449.17 M, operating margin of 2.85%, ROE of -49.72%. Portfolio-level context is available through
Correlation Analysis. This captures an allocation to Mativ Holdings. This is part of the broader portfolio composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
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How to Invest in Mativ Holdings overview. It covers everything you need to know about trading Mativ Stock.
Mativ Holdings 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
Mativ Holdings falls in the
fifth position for expected short fall across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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 Mativ Holdings to Peers
Other Technical Indicators