Bank of New York Expected Short fall
| BK Stock | | | USD 133.64 1.28 0.97% |
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 Bank of New York's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-1.16, Bank of New York exhibits its current reading on this measure in Expected Short fall. This reflects Bank of New York's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.16 | |
Expected Short fall Peers Comparison
Bank of New York's Expected Short fall of -1.1576 falls above the -1.39 peer average. Values range from -1.7647 (Franklin Resources) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Bank of New York 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 Bank of New York to PeersMethodology, Assumptions & Data Sources
Bank of New York has a current Expected Short fall reading of -1.16. The Expected Short fall for Bank of New York applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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