Reinet Investments Expected Short fall
| REINA Stock | | | EUR 27.20 -1.80 -6.21% |
Observed values used to calculate the Expected Short fall technical indicator for Reinet Investments SCA. Certain instruments may report limited data depending on market coverage.
Reinet Investments SCA has current Expected Short fall of
-4.45. 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 |
| = | -4.45 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Reinet Investments SCA is rated
below average in expected short fall among leading competitors. It is currently under evaluation in maximum drawdown among leading 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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