FACT II Expected Short fall
| FACT Stock | | | USD 10.57 0.01 0.09% |
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 FACT II's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.14 for FACT II indicates its current reading on this measure. This reflects FACT II's positioning relative to its own recent range within Asset Management & Custody Banks.
Expected Shortfall | = | Conditional VAR |
| = | -0.14 | |
Expected Short fall Peers Comparison
FACT II's Expected Short fall of -0.1381 falls above the -0.2 peer average. Values range from -0.3468 (Legato Merger Corp) 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 FACT II 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 FACT II to PeersMethodology, Assumptions & Data Sources
FACT II's Expected Short fall currently stands at -0.14. The Expected Short fall for FACT II applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. FACT II operates in the financials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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