PyroGenesis Canada Expected Short fall
| PYR Stock | | | CAD 0.58 -0.05 -7.94% |
This technical indicator view for Expected Short fall organizes signals for PyroGenesis Canada and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. PyroGenesis Canada has a market cap of 41.41 M, operating margin of -61.29%, ROE of -34.01%. See
Your Equity Center for portfolio-level analysis. This suggests a position in PyroGenesis Canada 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 inflation.
PyroGenesis Canada has current Expected Short fall of
-8.60. 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 |
| = | -8.60 | |
PyroGenesis Canada Expected Short fall Peers Comparison
PyroGenesis Expected Short fall Relative To Other Indicators
PyroGenesis Canada 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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