DXP Enterprises Expected Short fall
| DXPE Stock | | | USD 181.51 2.25 1.26% |
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 DXP Enterprises's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-2.48, DXP Enterprises shows its current reading on this measure. This reflects DXP Enterprises's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -2.48 | |
Expected Short fall Peers Comparison
Relative to peers, DXP Enterprises's Expected Short fall is above the group average of -3.51. Peer readings range from -5.9502 (Power Solutions International) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for DXP Enterprises 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 DXP Enterprises to PeersMethodology, Assumptions & Data Sources
DXP Enterprises has a current Expected Short fall reading of -2.48. Expected Short fall for DXP Enterprises 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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