Sunrise New Expected Short fall
| EPOW Stock | | | USD 0.74 -0.04 -5.13% |
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 Sunrise New's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-6.49, Sunrise New shows its current reading on this measure. This reflects Sunrise New's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -6.49 | |
Expected Short fall Peers Comparison
Relative to peers, Sunrise New's Expected Short fall is above the group average of -6.88. Peer readings range from -9.1695 (Aeries Technology) 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 Sunrise New 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 Sunrise New to PeersMethodology, Assumptions & Data Sources
Sunrise New's Expected Short fall currently stands at -6.49. The Expected Short fall for Sunrise New is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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