TechnipFMC PLC Expected Short fall
| FTI Stock | | | USD 71.41 -2.53 -3.42% |
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 TechnipFMC PLC's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-1.62, TechnipFMC PLC shows its current reading on this measure. This reflects TechnipFMC PLC's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.62 | |
Expected Short fall Peers Comparison
The peer group averages -1.99 for Expected Short fall, with TechnipFMC PLC at -1.6209 falling above that level. Readings span -5.0774 (Venture Global) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for TechnipFMC PLC 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 TechnipFMC PLC to PeersMethodology, Assumptions & Data Sources
TechnipFMC PLC has a current Expected Short fall reading of -1.62. The Expected Short fall for TechnipFMC PLC is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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