Fidelity MSCI Expected Short fall
| FCOM ETF | | | USD 74.53 0.00 0.00% |
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 Fidelity MSCI's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-0.85 for Fidelity MSCI signals its current reading on this measure. This reflects Fidelity MSCI's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.85 | |
Expected Short fall Peers Comparison
Among sector peers, Fidelity MSCI's Expected Short fall of -0.8458 is above the -1.0 group average. The range runs from -1.2059 (Fidelity MSCI Industrials) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Fidelity 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 Fidelity MSCI to PeersMethodology, Assumptions & Data Sources
Fidelity MSCI's Expected Short fall currently stands at -0.85. The Expected Short fall for Fidelity MSCI applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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