Aneka Tambang Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . Australia . 
Stock . Aneka Tambang TBK
ATM Stock   0.98  -0.01  -1.01%   
Aneka Tambang's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Aneka Tambang's Expected Shortfall of 0 reflects its current reading on this measure. This reflects Aneka Tambang's positioning relative to its own recent range within Diversified Metals & Mining.
Compare Aneka Tambang to Peers

Methodology, Assumptions & Data Sources

Aneka Tambang has a current Expected Shortfall reading of 0. Expected Shortfall for Aneka Tambang is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Aneka Tambang operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.0311
Market Risk Adjusted Performance0.3632
Mean Deviation0.4991
Semi Deviation0.9456
Downside Deviation3.32
Coefficient Of Variation3341.39
Standard Deviation1.34
Variance1.8
Information Ratio0.0232
Jensen Alpha0.0302
Total Risk Alpha0.0315
Sortino Ratio0.0094
Treynor Ratio0.3532
Maximum Drawdown11.36
Value At Risk-1.01
Potential Upside1.82
Downside Variance11.03
Semi Variance0.8942
Expected Short fall-2.79
Skewness-0.30
Kurtosis11.85
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