Applied Digital Expected Short fall
| APLD Stock | | | USD 34.98 -1.37 -3.77% |
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 Applied Digital's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Applied Digital has a Expected Short fall of
-6.35, indicating its current reading on this measure. This reflects Applied Digital's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -6.35 | |
Expected Short fall Peers Comparison
Applied Digital falls below the -3.01 peer average for Expected Short fall. leads at 0.0 while Tower Semiconductor registers the lowest at -4.6903.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Applied Digital 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 Applied Digital to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Applied Digital is -6.35. This Expected Short fall reading for Applied Digital results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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