Global Payments Expected Short fall
| GPN Stock | | | USD 70.13 0.50 0.72% |
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 Global Payments's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-2.44 for Global Payments signals its current reading on this measure. This reflects Global Payments's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -2.44 | |
Expected Short fall Peers Comparison
Global Payments falls below the -2.29 peer average for Expected Short fall. leads at 0.0 while FTAI Aviation registers the lowest at -3.774.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Global Payments 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 Global Payments to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Global Payments is -2.44. The Expected Short fall for Global Payments applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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