Citigroup Expected Short fall

    Citigroup Inc -- USA Stock  

    USD 72.5  0.00  0.00%

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    Citigroup 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).
    Citigroup 
    Expected Shortfall 
    =  
    Conditional VAR 
     = 
    0.0
    VAR =   Value At Risk of Citigroup

    Expected Short fall Comparison

    Citigroup Inc is rated below average in expected short fall category among related companies. It is rated below average 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.
    Citigroup Inc., a diversified financial services holding company, offer various financial solutions and services for consumers, corporations, governments, and institutions worldwide. more
    NameCitigroup Inc
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number00831001.0
    ISINUS1729674242
    CUSIP172967424
    Related Entity0R01
    CurrencyUSD - US Dollar