Biomarin Pharmaceutical Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Biomarin Pharmaceutical
BMRN Stock  USD 54.12  -0.48  -0.88%   
Biomarin Pharmaceutical's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Biomarin Pharmaceutical has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects Biomarin Pharmaceutical's positioning relative to its own recent range within Biotechnology.
Compare Biomarin Pharmaceutical to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Biomarin Pharmaceutical is 0. Biomarin Pharmaceutical's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Biomarin Pharmaceutical operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.

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Risk Adjusted Performance-0.04
Market Risk Adjusted Performance-0.14
Mean Deviation1.36
Coefficient Of Variation-2,127
Standard Deviation1.71
Variance2.92
Information Ratio-0.06
Jensen Alpha-0.09
Total Risk Alpha-0.1
Treynor Ratio-0.15
Maximum Drawdown7.25
Value At Risk-3.04
Potential Upside3.1
Skewness0.0768
Kurtosis-0.40
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