Themes Small Expected Short fall
| SMCF ETF | | | 37.55 -0.60 -1.57% |
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 Themes Small's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Themes Small registers a Expected Short fall of
-0.76, reflecting its current reading on this measure. This reflects Themes Small's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.76 | |
Expected Short fall Peers Comparison
The peer group averages -1.19 for Expected Short fall, with Themes Small at -0.7643 falling above that level. Readings span -2.2049 (Tuttle Capital Daily) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Themes Small 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 Themes Small to PeersMethodology, Assumptions & Data Sources
Themes Small's Expected Short fall currently stands at -0.76. The Expected Short fall for Themes Small 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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