ProCap Acquisition Expected Short fall
| PCAP Stock | | | 10.18 0.00 0.00% |
The Expected Short fall indicator for ProCap Acquisition Corp is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. ProCap Acquisition has a market cap of 386.13 M. Use
Your Equity Center to view allocation positioning. Adding ProCap Acquisition Corp to a portfolio enables side-by-side comparison with other holdings. All values are based on available data and provided as reference information. Broader economic conditions can influence ProCap Acquisition Corp's company valuation — related indicators include
signals in nation.
ProCap Acquisition Corp has current Expected Short fall of
-0.17. 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 |
| = | -0.17 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
ProCap Acquisition Corp is ranked
third 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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