Citizens Financial Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Citizens Financial Group
CFG Stock  USD 64.26  -1.36  -2.07%   
Citizens Financial's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Citizens Financial's Expected Shortfall of 0 reflects its current reading on this measure. This reflects Citizens Financial's positioning relative to its own recent range within Regional Banks.
Compare Citizens Financial to Peers

Methodology, Assumptions & Data Sources

Citizens Financial has a current Expected Shortfall reading of 0. This Expected Shortfall reading for Citizens Financial results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Citizens Financial operates in the financial services 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.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0345
Market Risk Adjusted Performance0.044
Mean Deviation1.32
Semi Deviation1.87
Downside Deviation1.99
Coefficient Of Variation3198.06
Standard Deviation1.72
Variance2.95
Information Ratio0.0197
Jensen Alpha0.031
Total Risk Alpha0.026
Sortino Ratio0.017
Treynor Ratio0.034
Maximum Drawdown7.99
Value At Risk-2.69
Potential Upside2.03
Downside Variance3.95
Semi Variance3.5
Expected Short fall-1.23
Skewness-0.64
Kurtosis1.55
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.