Moving IMage Expected Short fall
| MITQ Stock | | | USD 0.62 0.07 12.73% |
The Expected Short fall reading for Moving iMage Technologies is computed from historical trading observations. Values reflect historical observations within the available dataset. Moving IMage has a market cap of 6.15 M, operating margin of -10.76%, ROE of -5.38%. Allocation context is available in
Correlation Analysis. A position in Moving iMage Technologies is part of the allocation. How positions are weighted depends on the construction approach used. 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.
Moving iMage Technologies 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
Moving iMage Technologies 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.
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