Smurfit WestRock Expected Short fall
| SW Stock | | | 39.75 0.04 0.10% |
The Expected Short fall lookup presents technical context for Smurfit WestRock plc and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Smurfit WestRock has a market cap of 20.82 B, operating margin of 6.17%, ROE of 3.91%.
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Smurfit WestRock plc has current Expected Short fall of
-2.27. 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 |
| = | -2.27 | |
Smurfit WestRock Expected Short fall Peers Comparison
Smurfit Expected Short fall Relative To Other Indicators
Smurfit WestRock plc is rated
below average for expected short fall across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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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