First Industrial Expected Short fall
| FR Stock | | | USD 62.51 -0.01 -0.02% |
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 Industrial's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-1.03 places First Industrial at its current reading on this measure. This reflects First Industrial's positioning relative to its own recent range within Diversified REITs.
Expected Shortfall | = | Conditional VAR |
| = | -1.03 | |
Expected Short fall Peers Comparison
The peer group averages -1.13 for Expected Short fall, with First Industrial at -1.0309 falling above that level. Readings span -1.8954 (Vornado Realty Trust) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for First Industrial 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 Industrial to PeersMethodology, Assumptions & Data Sources
First Industrial has a current Expected Short fall reading of -1.03. This Expected Short fall reading for First Industrial 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. First Industrial operates in the real estate 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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