IShares SAMPPTSX Expected Short fall
| XPF Etf | | | CAD 15.50 0.06 0.39% |
The Expected Short fall indicator for iShares SAMPPTSX North is derived from observed market data. Some instruments may report limited inputs depending on trading history. For portfolio construction context, review
Your Current Watchlist. Clearer exposure analysis supports long-term portfolio balance. iShares SAMPPTSX North can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence iShares SAMPPTSX North's etf valuation — related indicators include
signals in inflation.
iShares SAMPPTSX North 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
iShares SAMPPTSX North lands at
#3 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.
Compare IShares SAMPPTSX to Peers
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