Edgewell Personal Expected Short fall
| EPC Stock | | | USD 21.65 -0.74 -3.31% |
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 Edgewell Personal's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-2.12 for Edgewell Personal indicates its current reading on this measure. This reflects Edgewell Personal's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -2.12 | |
Expected Short fall Peers Comparison
Edgewell Personal's Expected Short fall of -2.1197 falls above the -3.55 peer average. Values range from -13.7918 (Treehouse Foods) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Edgewell Personal 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 Edgewell Personal to PeersMethodology, Assumptions & Data Sources
Edgewell Personal's Expected Short fall currently stands at -2.12. Expected Short fall for Edgewell Personal 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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