Gray Television Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Gray Television
GTN Stock  USD 4.33  -0.09  -2.04%   
Gray Television's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Gray Television has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects Gray Television's positioning relative to its own recent range within Broadcasting.
Compare Gray Television to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Gray Television is 0. Gray Television's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Gray Television operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

Cycle Indicators
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Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
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Statistic Functions
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Risk Adjusted Performance0.0303
Market Risk Adjusted Performance-0.15
Mean Deviation3.23
Semi Deviation4.85
Downside Deviation5.02
Coefficient Of Variation4157.99
Standard Deviation5.18
Variance26.84
Information Ratio0.0264
Jensen Alpha0.0984
Total Risk Alpha0.2411
Sortino Ratio0.0273
Treynor Ratio-0.16
Maximum Drawdown43.84
Value At Risk-5.14
Potential Upside6.4
Downside Variance25.18
Semi Variance23.53
Expected Short fall-3.46
Skewness0.5082
Kurtosis9.0
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