Bharat Immunologicals Expected Short fall

Bharat Immunologicals Biologicals Corp Ltd -- India Stock  

INR 22.20  0.95  4.47%

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Bharat Immunologicals Biologicals Corp Ltd has current Expected Short fall of (2.29). 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).
Bharat Immunologicals 
Expected Shortfall 
=  
Conditional VAR 
 = 
(2.29)
VAR =   Value At Risk of Bharat Immunologicals

Expected Short fall Comparison

Bharat Immunologicals Biologicals Corp Ltd is rated below average in expected short fall category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
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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Bharat Immunologicals Biologicals Corporation Limited, a biotechnology company, manufactures and markets a range of pharmaceuticals solutions in India. more
NameBharat Immunologicals Biologicals Corp Ltd
Macroaxis Advice
InstrumentIndia Stock Stocks Directory
ExchangeBombay Stock Exchange
CurrencyINR