First Commonwealth Expected Short fall
| FCF Stock | | | USD 18.56 -0.04 -0.22% |
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 First Commonwealth's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-0.83, First Commonwealth shows its current reading on this measure. This reflects First Commonwealth's positioning relative to its own recent range within Regional Banks.
Expected Shortfall | = | Conditional VAR |
| = | -0.83 | |
Expected Short fall Peers Comparison
The peer group averages -1.02 for Expected Short fall, with First Commonwealth at -0.8251 falling above that level. Readings span -1.248 (Foreign Trade Bank) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for First Commonwealth 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 First Commonwealth to PeersMethodology, Assumptions & Data Sources
First Commonwealth has a current Expected Short fall reading of -0.83. This Expected Short fall reading for First Commonwealth results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. First Commonwealth operates in the financial services 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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