Schweizerische Nationalbank Expected Short fall
| SWZNF Stock | | | USD 4,200 -97.00 -2.26% |
The Expected Short fall profile for Schweizerische Nationalbank is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Schweizerische Nationalbank has a market cap of 529.11 M, operating margin of 100.25%. For allocation context, review
World Market Map. Tracking Schweizerische Nationalbank in a portfolio helps measure its contribution to overall performance. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence Schweizerische Nationalbank's company valuation — related indicators include
signals in inflation.
Schweizerische Nationalbank has current Expected Short fall of 0. 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 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Schweizerische Nationalbank is rated
below average in expected short fall across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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.
Compare Schweizerische Nationalbank to Peers
Other Technical Indicators