| BALI Stock | | | IDR 1,565 10.00 0.63% |
Bali Towerindo expected-short-fall technical analysis lookup allows you to check this and other technical indicators for Bali Towerindo Sentra or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Bali Towerindo Sentra has current Expected Short fall of
(4.26). 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 |
| = | (4.26) | |
Bali Towerindo Expected Short fall Peers Comparison
Bali Expected Short fall Relative To Other Indicators
Bali Towerindo Sentra is rated
below average in expected short fall category among its peers. It is currently under evaluation in maximum drawdown category among its 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.
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