Darden Restaurants Expected Short fall
| DRI Stock | | | USD 196.24 0.00 0.00% |
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 Darden Restaurants's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Darden Restaurants has a Expected Short fall of 0, indicating its current reading on this measure. This reflects Darden Restaurants's positioning relative to its own recent range within Hotels, Restaurants & Leisure.
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Darden Restaurants 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 Darden Restaurants to PeersMethodology, Assumptions & Data Sources
Darden Restaurants has a current Expected Short fall reading of 0. Expected Short fall for Darden Restaurants is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Darden Restaurants operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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