Asbury Automotive Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Asbury Automotive Group
ABG Stock  USD 203.06  1.05  0.52%   
Asbury Automotive's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The current Expected Shortfall of 0 places Asbury Automotive at its current reading on this measure. This reflects Asbury Automotive's positioning relative to its own recent range within Automotive Retail.
Compare Asbury Automotive to Peers

Methodology, Assumptions & Data Sources

Asbury Automotive has a current Expected Shortfall reading of 0. This Expected Shortfall reading for Asbury Automotive results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Asbury Automotive operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Risk Adjusted Performance-0.16
Market Risk Adjusted Performance-0.34
Mean Deviation1.45
Coefficient Of Variation-584.15
Standard Deviation1.87
Variance3.49
Information Ratio-0.18
Jensen Alpha-0.33
Total Risk Alpha-0.33
Treynor Ratio-0.35
Maximum Drawdown9.18
Value At Risk-2.78
Potential Upside2.3
Skewness-0.57
Kurtosis1.57
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