T ROWE Expected Short fall
| PRZIX Fund | | | USD 45.10 -1.76 -3.76% |
The Expected Short fall profile for T Rowe Price is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. Portfolio design and allocation context appear in
Your Equity Center. The view supports a broader understanding of portfolio structure. T Rowe Price can be tracked within a custom portfolio for ongoing monitoring. The dataset reflects available inputs without directional implication. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in gross domestic product.
T Rowe Price has current Expected Short fall of
-0.88. 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 |
| = | -0.88 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
T Rowe Price is rated
below average in expected short fall among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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Other Technical Indicators