Wheaton Precious Expected Short fall
| WPM Stock | | | CAD 164.95 -4.58 -2.70% |
Observed values used in the Expected Short fall indicator for Wheaton Precious Metals are included in this dataset. Market data gaps can influence the computed indicator values. Wheaton Precious has a market cap of 76.97 B, operating margin of 75.17%, current ratio of 2.73. Portfolio-level context is available through
Your Current Watchlist. Adding Wheaton Precious Metals to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Wheaton Precious Metals's company valuation — related indicators include
signals in state.
Wheaton Precious Metals has current Expected Short fall of
-2.07. 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 |
| = | -2.07 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Wheaton Precious Metals is rated
below average 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 Wheaton Precious to Peers
Other Technical Indicators