IShares MSCI Expected Short fall
| EEMA ETF | | | USD 114.54 -1.16 -1.00% |
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 IShares MSCI's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-1.38 places IShares MSCI at its current reading on this measure. This reflects IShares MSCI's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.38 | |
Expected Short fall Peers Comparison
Relative to peers, IShares MSCI's Expected Short fall is below the group average of -1.03. Peer readings range from -1.9148 (Freedom 100 Emerging) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for IShares MSCI 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 IShares MSCI to PeersMethodology, Assumptions & Data Sources
IShares MSCI's Expected Short fall currently stands at -1.38. IShares MSCI's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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