Nexpoint Real Expected Short fall
| NREF Stock | | | USD 12.97 -0.07 -0.54% |
The Expected Short fall profile for Nexpoint Real Estate is based on historical price and volume observations. Normalization methods and data feeds may affect reported values. Nexpoint Real has a market cap of 306.25 M, operating margin of 77.01%, ROE of 17.47%. Review
Correlation Analysis for a broader allocation view. The holding in Nexpoint Real Estate represents an allocation. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
Nexpoint Real Estate 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
Nexpoint Real Estate is rated
below average 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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