Avient Corp Expected Short fall
| AVNT Stock | | | USD 35.26 -0.73 -2.03% |
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 Avient Corp's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of 0 for Avient Corp signals its current reading on this measure. This reflects Avient Corp's positioning relative to its own recent range within Specialty Chemicals.
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Avient Corp 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 Avient Corp to PeersMethodology, Assumptions & Data Sources
Avient Corp has a current Expected Short fall reading of 0. This Expected Short fall reading for Avient Corp 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. Avient Corp operates in the basic materials 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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