## OSE All Expected Short fall |
OSE |

OSEAX -- Norway Index | ## 1,044 24.33 2.39% |

Symbol |

| = | (0.70) |

VAR | = | Value At Risk of OSE All |

## Expected Short fall Comparison

ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.

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## Thematic Opportunities

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## OSE All Technical Signals

### All OSE All Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.038 | ||

Mean Deviation | 0.6719 | ||

Semi Deviation | 0.8617 | ||

Downside Deviation | 1.0 | ||

Coefficient Of Variation | 1443.05 | ||

Standard Deviation | 0.9129 | ||

Variance | 0.8334 | ||

Information Ratio | (0.049797) | ||

Total Risk Alpha | (0.13) | ||

Sortino Ratio | (0.045427) | ||

Maximum Drawdown | 5.5 | ||

Value At Risk | (1.44) | ||

Potential Upside | 1.33 | ||

Downside Variance | 1.0 | ||

Semi Variance | 0.7425 | ||

Expected Short fall | (0.70) | ||

Skewness | (0.08) | ||

Kurtosis | 1.53 |