Ensign Expected Shortfall

Key Indicators . Expected Shortfall . Stocks USA . 
Stock . The Ensign Group
ENSG Stock  USD 171.45  -2.85  -1.64%   
Ensign's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Ensign exhibits its current reading on this measure in Expected Shortfall. This reflects Ensign's positioning relative to its own recent range within Health Care Providers & Services.
Compare Ensign to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Ensign is 0. The Expected Shortfall for Ensign is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Ensign operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.0092
Market Risk Adjusted Performance0.0251
Mean Deviation1.28
Semi Deviation1.4
Downside Deviation1.42
Coefficient Of Variation27279.29
Standard Deviation2.21
Variance4.89
Information Ratio0.0093
Jensen Alpha-0.0047
Total Risk Alpha0.0521
Sortino Ratio0.0144
Treynor Ratio0.0151
Maximum Drawdown17.19
Value At Risk-2.58
Potential Upside2.33
Downside Variance2.01
Semi Variance1.95
Expected Short fall-1.57
Skewness3.83
Kurtosis23.31
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