Cenovus Energy Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Cenovus Energy
CVE Stock  USD 26.29  -0.16  -0.60%   
Cenovus Energy's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The current Expected Shortfall of 0 places Cenovus Energy at its current reading on this measure. This reflects Cenovus Energy's positioning relative to its own recent range within Oil, Gas & Consumable Fuels.
Compare Cenovus Energy to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Cenovus Energy is 0. The Expected Shortfall for Cenovus Energy applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Cenovus Energy operates in the energy 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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Overlap Studies
Pattern Recognition
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Risk Adjusted Performance0.2461
Market Risk Adjusted Performance-1.10
Mean Deviation1.81
Semi Deviation1.95
Downside Deviation2.26
Coefficient Of Variation390.06
Standard Deviation2.22
Variance4.92
Information Ratio0.2523
Jensen Alpha0.5584
Total Risk Alpha0.5612
Sortino Ratio0.2475
Treynor Ratio-1.11
Maximum Drawdown10.04
Value At Risk-3.11
Potential Upside3.98
Downside Variance5.12
Semi Variance3.82
Expected Short fall-2.05
Skewness-0.45
Kurtosis-0.23
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