Evolv Technologies Expected Short fall
| EVLV Stock | | | USD 6.96 0.04 0.58% |
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 Evolv Technologies's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Evolv Technologies registers a Expected Short fall of
-2.25, reflecting its current reading on this measure. This reflects Evolv Technologies's positioning relative to its own recent range within Electronic Equipment, Instruments & Components.
Expected Shortfall | = | Conditional VAR |
| = | -2.25 | |
Expected Short fall Peers Comparison
The peer group averages -2.75 for Expected Short fall, with Evolv Technologies at -2.2507 falling above that level. Readings span -3.1833 (Eve Holding) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Evolv Technologies 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 Evolv Technologies to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Evolv Technologies is -2.25. Expected Short fall for Evolv Technologies is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Evolv Technologies operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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