Alliance Entertainment Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Alliance Entertainment Holding
AENT Stock   7.31  -0.09  -1.22%   
Alliance Entertainment's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for Alliance Entertainment indicates its current reading on this measure. This reflects Alliance Entertainment's positioning relative to its own recent range within Distributors.
Compare Alliance Entertainment to Peers

Methodology, Assumptions & Data Sources

Alliance Entertainment's Expected Shortfall currently stands at 0. The Expected Shortfall for Alliance Entertainment is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Alliance Entertainment operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0429
Market Risk Adjusted Performance0.1429
Mean Deviation3.15
Semi Deviation4.81
Downside Deviation5.09
Coefficient Of Variation2758.33
Standard Deviation4.59
Variance21.08
Information Ratio0.0329
Jensen Alpha0.15
Total Risk Alpha0.1303
Sortino Ratio0.0296
Treynor Ratio0.1329
Maximum Drawdown23.9
Value At Risk-7.13
Potential Upside8.69
Downside Variance25.94
Semi Variance23.18
Expected Short fall-3.13
Skewness-0.32
Kurtosis2.07
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.