Graf Global Expected Short fall
| GRAF Stock | | | USD 10.78 -0.10 -0.92% |
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 Graf Global's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.27, Graf Global's Expected Short fall indicates its current reading on this measure. This reflects Graf Global's positioning relative to its own recent range within Diversified Capital Markets.
Expected Shortfall | = | Conditional VAR |
| = | -0.27 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Graf Global 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 Graf Global to PeersMethodology, Assumptions & Data Sources
Graf Global has a current Expected Short fall reading of -0.27. The Expected Short fall for Graf Global applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Graf Global operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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