Troilus Gold Expected Short fall
| TLG Stock | | | CAD 1.26 -0.08 -5.97% |
Technical inputs supporting the Expected Short fall indicator for Troilus Gold Corp are shown here. The information is based on observed market data across timeframes. Troilus Gold has a market cap of 732.57 M, ROE of -59.79%. See
World Market Map for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. All content is derived from available inputs and carries no advisory implication. The allocation includes a position in Troilus Gold Corp. It is distributed across the allocation. The weighting is determined by the allocation framework in use. The information is presented without directional commentary. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Troilus Gold Corp 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
Troilus Gold Corp lands at
#3 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.
Compare Troilus Gold to Peers
Other Technical Indicators