Accel Entertainment Expected Short fall
| ACEL Stock | | | USD 12.47 0.26 2.13% |
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). Below is Accel Entertainment's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Accel Entertainment registers a Expected Short fall of
-1.69, reflecting its current reading on this measure. This reflects Accel Entertainment's positioning relative to its own recent range within Hotels, Restaurants & Leisure.
Expected Shortfall | = | Conditional VAR |
| = | -1.69 | |
Expected Short fall Peers Comparison
The peer group averages -2.37 for Expected Short fall, with Accel Entertainment at -1.6935 falling above that level. Readings span -4.4521 (Aeva Technologies Common) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Accel Entertainment and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Accel Entertainment to PeersMethodology, Assumptions & Data Sources
Accel Entertainment has a current Expected Short fall reading of -1.69. Expected Short fall for Accel Entertainment is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Accel Entertainment operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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