Apple Expected Short fall

    Apple Inc -- USA Stock  

    USD 178.46  0.15  0.084%

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    Apple Inc has current Expected Short fall of 0.0. 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).
    Apple 
    Expected Shortfall 
    =  
    Conditional VAR 
     = 
    0.0
    VAR =   Value At Risk of Apple

    Expected Short fall Comparison

    Apple Inc is rated fourth in expected short fall category among related companies. It is rated fourth 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.
    Apple Inc. designs, manufactures, and markets mobile communication and media devices, personal computers, and portable digital music players to consumers, small and midsized businesses, and education, enterprise, and government customers worldwide. more
    NameApple Inc
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNASDAQ
    CIK Number00320193.0
    ISINUS0378331005
    CUSIP037833100
    CurrencyUSD - US Dollar