Primo Brands Expected Short fall
| PRMB Stock | | | 21.00 -0.39 -1.82% |
The Expected Short fall technical lookup provides context for Primo Brands and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Primo Brands has a market cap of 7.82 B, operating margin of 8.66%, ROE of 2.5%. Review
Your Equity Center for broader portfolio context. This reflects a position in Primo Brands within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
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Primo Brands has current Expected Short fall of
-1.98. 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 |
| = | -1.98 | |
Primo Brands Expected Short fall Peers Comparison
Primo Expected Short fall Relative To Other Indicators
Primo Brands is rated
below average. in expected short fall category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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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