PRUDENTIAL QMA Expected Short fall
| PJIZX Fund | | | USD 11.08 0.30 2.78% |
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 PRUDENTIAL QMA's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-1.19 for PRUDENTIAL QMA signals its current reading on this measure. This reflects PRUDENTIAL QMA's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.19 | |
Expected Short fall Peers Comparison
Relative to peers, PRUDENTIAL QMA's Expected Short fall is below the group average of -0.85. Peer readings range from -0.9976 (Cohen Steers International) 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 Prudential Qma 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 PRUDENTIAL QMA to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for PRUDENTIAL QMA is -1.19. The Expected Short fall for PRUDENTIAL QMA applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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