Taiga Building Expected Short fall
| TBL Stock | | | CAD 3.69 0.13 3.65% |
Observed values used in the Expected Short fall indicator for Taiga Building Products are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. Taiga Building has a market cap of 363.77 M, operating margin of 4.27%, current ratio of 1.49. Review
World Market Map for broader portfolio context. Portfolio tools allow users to monitor Taiga Building Products alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Taiga Building Products's company valuation — related indicators include
signals in inflation.
Taiga Building Products has current Expected Short fall of
-2.09. 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 |
| = | -2.09 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Taiga Building Products lands at
#5 in expected short fall compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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