Medicenna Therapeutics Expected Short fall
| MDNA Stock | | | CAD 0.70 -0.03 -4.11% |
The Expected Short fall calculation for Medicenna Therapeutics draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Medicenna Therapeutics has a market cap of 58.39 M, ROE of -109.78%. Use
Correlation Analysis to explore allocation context. Allocation data is presented for contextual reference. Allocation figures are based on reported position values. All values are presented as reference data. This suggests a position in Medicenna Therapeutics Corp. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. 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.
Medicenna Therapeutics Corp 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
Medicenna Therapeutics Corp lands at
#5 in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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 Medicenna Therapeutics to Peers
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