Immunitybio Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Immunitybio
IBRX Stock  USD 8.51  0.75  9.66%   
Immunitybio's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for Immunitybio signals its current reading on this measure. This reflects Immunitybio's positioning relative to its own recent range within Biotechnology.
Compare Immunitybio to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Immunitybio is 0. Immunitybio'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Immunitybio operates in the health care 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.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.0819
Market Risk Adjusted Performance-0.72
Mean Deviation5.8
Semi Deviation6.73
Downside Deviation7.58
Coefficient Of Variation1320.65
Standard Deviation8.73
Variance76.18
Information Ratio0.0748
Jensen Alpha0.649
Total Risk Alpha0.6703
Sortino Ratio0.0861
Treynor Ratio-0.73
Maximum Drawdown62.92
Value At Risk-10.00
Potential Upside14.55
Downside Variance57.49
Semi Variance45.32
Expected Short fall-6.42
Skewness1.48
Kurtosis7.05
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