American Customer Expected Short fall
| ACSI ETF | | | USD 70.89 1.17 1.68% |
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 American Customer's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.70, American Customer's Expected Short fall indicates its current reading on this measure. This reflects American Customer's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.70 | |
Expected Short fall Peers Comparison
Among sector peers, American Customer's Expected Short fall of -0.6973 is above the -1.45 group average. The range runs from -5.3205 (Amplify Seymour Cannabis) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for American Customer 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 American Customer to PeersMethodology, Assumptions & Data Sources
American Customer's Expected Short fall currently stands at -0.70. Expected Short fall for American Customer is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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