Illinois Tool Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Illinois Tool Works
ITW Stock  USD 260.48  -0.04  -0.02%   
Illinois Tool's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Illinois Tool's Expected Shortfall indicates its current reading on this measure. This reflects Illinois Tool's positioning relative to its own recent range within Stock.
Compare Illinois Tool to Peers

Methodology, Assumptions & Data Sources

Illinois Tool has a current Expected Shortfall reading of 0. The Expected Shortfall for Illinois Tool 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Risk Adjusted Performance-0.1
Market Risk Adjusted Performance-0.17
Mean Deviation1.09
Coefficient Of Variation-980.96
Standard Deviation1.39
Variance1.92
Information Ratio-0.12
Jensen Alpha-0.16
Total Risk Alpha-0.17
Treynor Ratio-0.18
Maximum Drawdown6.93
Value At Risk-2.17
Potential Upside2.26
Skewness0.433
Kurtosis0.4121
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