AudioCodes Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . AudioCodes
AUDC Stock  USD 8.42  0.07  0.84%   
AudioCodes's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

AudioCodes registers a Expected Shortfall of 0, reflecting its current reading on this measure. This reflects AudioCodes's positioning relative to its own recent range within Communications Equipment.
Compare AudioCodes to Peers

Methodology, Assumptions & Data Sources

AudioCodes' Expected Shortfall currently stands at 0. The Expected Shortfall for AudioCodes is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. AudioCodes operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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Risk Adjusted Performance0.0944
Market Risk Adjusted Performance-0.31
Mean Deviation2.01
Semi Deviation3.58
Downside Deviation3.9
Coefficient Of Variation1102.42
Standard Deviation3.16
Variance9.98
Information Ratio0.0882
Jensen Alpha0.2747
Total Risk Alpha0.2835
Sortino Ratio0.0715
Treynor Ratio-0.32
Maximum Drawdown25.9
Value At Risk-3.82
Potential Upside4.33
Downside Variance15.19
Semi Variance12.8
Expected Short fall-2.08
Skewness-1.83
Kurtosis11.28
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