Ennis Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Ennis Inc
EBF Stock  USD 20.76  0.41  2.01%   
Ennis's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Ennis registers a Expected Shortfall of 0, reflecting its current reading on this measure. This reflects Ennis's positioning relative to its own recent range within Stock.
Compare Ennis to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Ennis is 0. Expected Shortfall for Ennis is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.018
Market Risk Adjusted Performance0.0499
Mean Deviation1.02
Semi Deviation1.89
Downside Deviation1.93
Coefficient Of Variation6911.29
Standard Deviation1.61
Variance2.59
Information Ratio0.0021
Jensen Alpha0.01
Total Risk Alpha-0.0032
Sortino Ratio0.0018
Treynor Ratio0.0399
Maximum Drawdown12.13
Value At Risk-1.70
Potential Upside1.82
Downside Variance3.74
Semi Variance3.59
Expected Short fall-1.03
Skewness-2.58
Kurtosis13.96
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