Empery Digital Expected Short fall
| EMPD Stock | | | 5.04 0.10 2.02% |
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 Empery Digital's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Empery Digital's Expected Short fall of
-4.38 reflects its current reading on this measure. This reflects Empery Digital's positioning relative to its own recent range within Automobile Manufacturers.
Expected Shortfall | = | Conditional VAR |
| = | -4.38 | |
Expected Short fall Peers Comparison
Empery Digital falls below the -2.57 peer average for Expected Short fall. leads at 0.0 while Niu Technologies registers the lowest at -2.7467.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Empery Digital 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 Empery Digital to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Empery Digital is -4.38. The Expected Short fall for Empery Digital applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Empery Digital 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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