CVS Health Expected Short fall

CVS Health Corporation -- USA Stock  

USD 71.5  1.12  1.59%

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CVS Health Corporation 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).
CVS Health 
Expected Shortfall 
=  
Conditional VAR 
 = 
0.0
VAR =   Value At Risk of CVS Health

Expected Short fall Comparison

CVS Health Corporation is rated third 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.
Compare CVS Health to competition
CVS Health Corporationration, together with its subsidiaries, offer integrated pharmacy health care services. more
NameCVS Health Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
BBB+Good
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00064803.0
ISINUS1266501006
CUSIP126650100
CurrencyUSD - US Dollar