Gen Digital Expected Short fall
| GEN Stock | | | USD 19.71 0.08 0.41% |
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 Gen Digital's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Gen Digital's Expected Short fall of 0 reflects its current reading on this measure. This reflects Gen Digital's positioning relative to its own recent range within Application Software.
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Gen Digital 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 Gen Digital to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Gen Digital is 0. The Expected Short fall for Gen Digital applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Gen Digital operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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