Acres Commercial Expected Short fall
| ACR Stock | | | USD 22.60 -0.13 -0.57% |
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 Acres Commercial's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.99, Acres Commercial's Expected Short fall indicates its current reading on this measure. This reflects Acres Commercial's positioning relative to its own recent range within Mortgage Real Estate Investment Trusts (REITs).
Expected Shortfall | = | Conditional VAR |
| = | -0.99 | |
Expected Short fall Peers Comparison
Acres Commercial falls above the -1.84 peer average for Expected Short fall. leads at 0.0 while Orion Office Reit registers the lowest at -2.6549.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Acres Commercial 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 Acres Commercial to PeersMethodology, Assumptions & Data Sources
Acres Commercial's Expected Short fall currently stands at -0.99. The Expected Short fall for Acres Commercial is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Acres Commercial operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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