Inter Parfums Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Inter Parfums
IPAR Stock  USD 94.79  -0.02  -0.02%   
Inter Parfums's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Inter Parfums carries a Expected Shortfall of 0, consistent with its current reading on this measure. This reflects Inter Parfums's positioning relative to its own recent range within Stock.
Compare Inter Parfums to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Inter Parfums is 0. Inter Parfums' Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

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Risk Adjusted Performance-0.03
Market Risk Adjusted Performance-0.09
Mean Deviation1.39
Coefficient Of Variation-2,504
Standard Deviation1.77
Variance3.12
Information Ratio-0.05
Jensen Alpha-0.09
Total Risk Alpha-0.1
Treynor Ratio-0.1
Maximum Drawdown8.51
Value At Risk-3.28
Potential Upside2.55
Skewness0.1181
Kurtosis0.1955
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