Comfort Systems Expected Short fall
| FIX Stock | | | USD 1,952 10.35 0.53% |
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 Comfort Systems's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-3.09, Comfort Systems exhibits its current reading on this measure in Expected Short fall. This reflects Comfort Systems's positioning relative to its own recent range within Construction & Engineering.
Expected Shortfall | = | Conditional VAR |
| = | -3.09 | |
Expected Short fall Peers Comparison
Comfort Systems's Expected Short fall of -3.0944 falls below the -2.36 peer average. Values range from -3.5008 (Construction Partners) 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 Comfort Systems 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 Comfort Systems to PeersMethodology, Assumptions & Data Sources
Comfort Systems' Expected Short fall currently stands at -3.09. The Expected Short fall for Comfort Systems 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. Comfort Systems operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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