PT Bank Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . Germany . 
Stock . PT Bank Mandiri
PQ9 Stock  EUR 0.23  0.03  15.00%   
PT Bank's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

PT Bank's Expected Shortfall of 0 reflects its current reading on this measure. This reflects PT Bank's positioning relative to its own recent range within Stock.
Compare PT Bank to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for PT Bank is 0. The Expected Shortfall for PT Bank applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.0299
Market Risk Adjusted Performance0.6994
Mean Deviation3.52
Semi Deviation4.77
Downside Deviation10.8
Coefficient Of Variation4514.27
Standard Deviation6.67
Variance44.48
Information Ratio0.0192
Jensen Alpha0.1358
Total Risk Alpha0.0692
Sortino Ratio0.0118
Treynor Ratio0.6894
Maximum Drawdown38.07
Value At Risk-12.00
Potential Upside15.0
Downside Variance116.74
Semi Variance22.74
Expected Short fall-11.05
Skewness0.4611
Kurtosis2.54
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