Vanguard SAMPP Expected Short fall
| VFV Etf | | | CAD 160.43 -0.25 -0.16% |
The Expected Short fall indicator for Vanguard SAMPP 500 is derived from observed market data. The dataset is based on observed market activity where data is available. Use
World Market Map to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio tools allow users to monitor Vanguard SAMPP 500 alongside other positions. All values are presented as reference data. Broader economic conditions can influence Vanguard SAMPP 500's etf valuation — related indicators include
signals in inflation.
Vanguard SAMPP 500 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
Vanguard SAMPP 500 is rated
below average in expected short fall against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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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