Exploits Discovery Expected Short fall
| NFLDF Stock | | | USD 0.04 -0.01 -23.08% |
The Expected Short fall profile for Exploits Discovery Corp is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Exploits Discovery has a market cap of 22.07 M, ROE of -20.56%. Allocation context is available in
Correlation Analysis. The portfolio view reflects current allocation structure. A position in Exploits Discovery Corp appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. This information is provided for contextual purposes. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Exploits Discovery 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
Exploits Discovery Corp ranks
third among otc stocks in expected short fall across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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