Western Investment Expected Short fall
| WI Stock | | | CAD 1.06 0.05 4.95% |
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 Western Investment's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Western Investment carries a Expected Short fall of
-2.49, consistent with its current reading on this measure. This reflects Western Investment's positioning relative to its own recent range within Asset Management & Custody Banks.
Expected Shortfall | = | Conditional VAR |
| = | -2.49 | |
Expected Short fall Peers Comparison
The peer group averages -1.62 for Expected Short fall, with Western Investment at -2.4871 falling below that level. Readings span -1.9828 (NVIDIA CDR) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Western Investment 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 Western Investment to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Western Investment is -2.49. The Expected Short fall for Western Investment applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Western Investment operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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