Bank of China Ltd H Expected Shortfall

Pink Sheets USA . 
Pink Sheet . Bank of China
BACHF Pink Sheet  USD 0.65  -0.04  -5.80%   
This reference covers Expected Shortfall for Bank of China, with current readings, historical data, and sector peer comparisons. To screen for instruments by Expected Shortfall thresholds and other criteria, see Equity Screeners. Use Bank of China Ltd H Volatility alongside Bank of China Ltd H Price History to build context for Bank of China Ltd H.
  

Current Expected Shortfall Value

The current Expected Shortfall of 0 places Bank of China Ltd H at its current reading on this measure. This reflects Bank of China Ltd H's positioning relative to its own recent range within Pink Sheet.
Compare Bank of China Ltd H to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Bank of China Ltd H is 0. This Expected Shortfall reading for Bank of China Ltd H results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.0805
Market Risk Adjusted Performance-1.02
Mean Deviation1.44
Semi Deviation1.98
Downside Deviation5.88
Coefficient Of Variation1239.29
Standard Deviation2.63
Variance6.94
Information Ratio0.0854
Jensen Alpha0.1981
Total Risk Alpha0.2668
Sortino Ratio0.0382
Treynor Ratio-1.03
Maximum Drawdown16.03
Value At Risk-4.92
Potential Upside5.17
Downside Variance34.57
Semi Variance3.93
Expected Short fall-3.76
Skewness-0.31
Kurtosis3.05
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.