Telecom Argentina Expected Short fall
| TEO Stock | | | USD 11.82 -0.17 -1.42% |
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 Telecom Argentina's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-2.89 places Telecom Argentina at its current reading on this measure. This reflects Telecom Argentina's positioning relative to its own recent range within Diversified Telecommunication Services.
Expected Shortfall | = | Conditional VAR |
| = | -2.89 | |
Expected Short fall Peers Comparison
The peer group averages -1.59 for Expected Short fall, with Telecom Argentina at -2.8921 falling below that level. Readings span -2.3644 (Kyivstar Group Ltd) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Telecom Argentina 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 Telecom Argentina to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Telecom Argentina is -2.89. Expected Short fall for Telecom Argentina is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Telecom Argentina operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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