Southwest Gas Expected Short fall
| SWX Stock | | | USD 84.58 -1.64 -1.90% |
The Expected Short fall calculation for Southwest Gas draws on price and volume history. Each data point is derived from standardized price and volume feeds. Southwest Gas has a market cap of 6.23 B, operating margin of 33.91%, ROE of 6.14%. See
World Market Map for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. This captures an allocation to Southwest Gas Holdings. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Southwest Gas Holdings has current Expected Short fall of
-0.82. 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 |
| = | -0.82 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Southwest Gas Holdings 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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