Star Fashion Expected Short fall
| STFS Stock | | | 4.04 -0.04 -0.98% |
The Expected Short fall indicator for Star Fashion is constructed from normalized market data. Values reflect historical observations within the available dataset. Star Fashion has a market cap of 4.82 M, operating margin of -2.35%, ROE of -3.83%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The information is presented without directional commentary. A position in Star Fashion Culture appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in price.
Star Fashion Culture has current Expected Short fall of
-4.63. 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 |
| = | -4.63 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Star Fashion Culture is rated
below average in expected short fall relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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