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  2. Expected shortfall - Wikipedia

    en.wikipedia.org/wiki/Expected_shortfall

    Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst q % {\displaystyle q\%} of cases.

  3. 5 Best Stocks to Buy in 2025 - AOL

    www.aol.com/5-best-stocks-buy-2025-153000465.html

    In this video, Travis Hoium discusses five stocks, each with a combination of growth and value, for long-term investors to buy today. *Stock prices used were end-of-day prices of Jan. 22, 2025 ...

  4. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    Under some formulations, it is only equivalent to expected shortfall when the underlying distribution function is continuous at ⁡ (), the value at risk of level . [2] Under some other settings, TVaR is the conditional expectation of loss above a given value, whereas the expected shortfall is the product of this value with the probability of ...

  5. 5 Top Stocks to Buy in February 2025 - AOL

    www.aol.com/finance/5-top-stocks-buy-february...

    Stock Advisor provides investors with an easy-to-follow blueprint for success, including guidance on building a portfolio, regular updates from analysts, and two new stock picks each month.

  6. One chart shows how the 'Magnificent 7' have dominated the ...

    www.aol.com/finance/one-chart-shows-magnificent...

    The "Magnificent Seven" tech stocks — Apple ... — make up 29% of the S&P 500's market cap. And a chart in Goldman Sachs' 2024 US Equity Outlook ... "The 7 stocks have faster expected sales ...

  7. Value at risk - Wikipedia

    en.wikipedia.org/wiki/Value_at_risk

    For example, if a portfolio of stocks has a one-day 5% VaR of $1 million, that means that there is a 0.05 probability that the portfolio will fall in value by more than $1 million over a one-day period if there is no trading. Informally, a loss of $1 million or more on this portfolio is expected on 1 day out of 20 days (because of 5% probability).

  8. RiskMetrics - Wikipedia

    en.wikipedia.org/wiki/RiskMetrics

    The third market model assumes that the logarithm of the return, or, log-return, of any risk factor typically follows a normal distribution. Collectively, the log-returns of the risk factors are multivariate normal. Monte Carlo algorithm simulation generates random market scenarios drawn from that multivariate normal distribution. For each ...

  9. Growth vs. value stocks: How to decide which is right for you

    www.aol.com/finance/growth-vs-value-stocks...

    Growth stocks: A growth stock is one that is expected to increase in value and beat the market, delivering higher-than-average returns over the long term. Growth stocks are typically from ...