Fidelity International Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Fidelity International Value
FIVA ETF  USD 37.05  -0.74  -1.96%   
Fidelity International's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Fidelity International's Expected Shortfall indicates its current reading on this measure. This reflects Fidelity International's positioning relative to its own recent range within ETF.
Compare Fidelity International to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Fidelity International is 0. This Expected Shortfall reading for Fidelity International results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0571
Market Risk Adjusted Performance0.0682
Mean Deviation0.9905
Semi Deviation1.16
Downside Deviation1.23
Coefficient Of Variation1777.86
Standard Deviation1.35
Variance1.82
Information Ratio0.0415
Jensen Alpha0.0546
Total Risk Alpha0.052
Sortino Ratio0.0455
Treynor Ratio0.0582
Maximum Drawdown6.04
Value At Risk-1.85
Potential Upside2.61
Downside Variance1.51
Semi Variance1.34
Expected Short fall-1.12
Skewness0.4178
Kurtosis0.8344
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
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.