AG Mortgage Expected Short fall
| MITP Stock | | | 24.73 -0.08 -0.32% |
The Expected Short fall profile for AG Mortgage Investment is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Correlation Analysis provides a view into diversified allocation design. This view summarizes available data without implying outcomes. Monitoring AG Mortgage Investment within a portfolio highlights how it interacts with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence AG Mortgage Investment's company valuation — related indicators include
signals in population.
AG Mortgage Investment 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
AG Mortgage Investment is rated
below average for expected short fall against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 AG Mortgage to Peers
Other Technical Indicators