Orezone Gold Expected Short fall
| ORE Stock | | | 1.96 -0.06 -2.97% |
The Expected Short fall indicator for Orezone Gold Corp is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. For broader technical screening across instruments, see
Equity Screeners. Orezone Gold has a market cap of 1.64 B, operating margin of 31.78%, ROE of 25.85%. Review
Your Equity Center for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. A position in Orezone Gold Corp is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. The dataset is presented as structured reference material for independent review. 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.
Orezone Gold Corp has current Expected Short fall of
-3.68. 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 |
| = | -3.68 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Orezone Gold Corp is rated
below average 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.
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