Xtrackers DAX Expected Short fall
| XDUD Etf | | | USD 37.55 -0.53 -1.39% |
Observed values used in the Expected Short fall indicator for Xtrackers DAX ESG are included in this dataset. The underlying data comes from exchange-reported trading records. Use
Your Current Watchlist to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This suggests a position in Xtrackers DAX ESG. This appears in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Xtrackers DAX ESG 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
Xtrackers DAX ESG falls in the
fifth position for expected short fall relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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 Xtrackers DAX to Peers
Other Technical Indicators