B2Gold Corp Expected Short fall
| BTG Stock | | | USD 5.30 0.35 7.07% |
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). Below is B2Gold Corp's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-3.75, B2Gold Corp exhibits its current reading on this measure in Expected Short fall. This reflects B2Gold Corp's positioning relative to its own recent range within Metals & Mining.
Expected Shortfall | = | Conditional VAR |
| = | -3.75 | |
Expected Short fall Peers Comparison
B2Gold Corp's Expected Short fall of -3.7498 falls above the -3.81 peer average. Values range from -4.7182 (New Gold) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for B2Gold Corp and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare B2Gold Corp to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for B2Gold Corp is -3.75. This Expected Short fall reading for B2Gold Corp results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. B2Gold Corp operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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