CNB Financial Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . CNB Financial
CCNE Stock  USD 30.73  -0.45  -1.44%   
CNB Financial's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, CNB Financial exhibits its current reading on this measure in Expected Shortfall. This reflects CNB Financial's positioning relative to its own recent range within Regional Banks.
Compare CNB Financial to Peers

Methodology, Assumptions & Data Sources

CNB Financial's Expected Shortfall currently stands at 0. Expected Shortfall for CNB Financial is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. CNB Financial operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.0627
Market Risk Adjusted Performance0.1172
Mean Deviation1.18
Semi Deviation1.71
Downside Deviation1.84
Coefficient Of Variation1621.15
Standard Deviation1.57
Variance2.47
Information Ratio0.0433
Jensen Alpha0.0716
Total Risk Alpha0.0557
Sortino Ratio0.037
Treynor Ratio0.1072
Maximum Drawdown9.14
Value At Risk-2.94
Potential Upside2.15
Downside Variance3.38
Semi Variance2.92
Expected Short fall-1.15
Skewness-0.61
Kurtosis1.41
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