SS Innovations Expected Short fall
| SSII Stock | | | 4.86 0.03 0.62% |
The Expected Short fall indicator for SS Innovations International is derived from observed market data. The dataset is based on observed market activity where data is available. SS Innovations has a market cap of 1.07 B, operating margin of -14.31%. Use
World Market Map to view allocation positioning. Portfolio tools allow users to monitor SS Innovations International alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence SS Innovations International's company valuation — related indicators include
signals in gross domestic product.
SS Innovations International has current Expected Short fall of
-6.31. 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 |
| = | -6.31 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
SS Innovations International is rated
below average for expected short fall among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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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