Inventrust Properties Expected Shortfall

Key Indicators . Expected Shortfall . Stocks USA . 
Stock . Inventrust Properties Corp
IVT Stock  USD 31.62  -0.53  -1.65%   
Inventrust Properties's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

Inventrust Properties has a current Expected Shortfall reading of 0. Inventrust Properties' Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Inventrust Properties operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.1462
Market Risk Adjusted Performance0.7274
Mean Deviation0.7833
Semi Deviation0.7806
Downside Deviation0.9601
Coefficient Of Variation656.81
Standard Deviation0.9934
Variance0.9869
Information Ratio0.1518
Jensen Alpha0.1431
Total Risk Alpha0.1511
Sortino Ratio0.157
Treynor Ratio0.7174
Maximum Drawdown4.91
Value At Risk-1.65
Potential Upside1.62
Downside Variance0.9219
Semi Variance0.6093
Expected Short fall-0.90
Skewness-0.35
Kurtosis0.4949
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