Funko Expected Short fall
| FNKO Stock | | | USD 5.26 0.80 17.94% |
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 Funko's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Funko carries a Expected Short fall of
-4.13, consistent with its current reading on this measure. This reflects Funko's positioning relative to its own recent range within Distributors.
Expected Shortfall | = | Conditional VAR |
| = | -4.13 | |
Expected Short fall Peers Comparison
The peer group averages -3.82 for Expected Short fall, with Funko at -4.1286 falling below that level. Readings span -5.4818 (Plby Group) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Funko 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 Funko to PeersMethodology, Assumptions & Data Sources
Funko's Expected Short fall currently stands at -4.13. This Expected Short fall reading for Funko results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Funko operates in the consumer discretionary 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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