John B Expected Short fall
| JBSS Stock | | | USD 80.33 1.29 1.63% |
Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). Below is John B's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-1.21 for John B indicates its current reading on this measure. This reflects John B's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.21 | |
Expected Short fall Peers Comparison
John B's Expected Short fall of -1.2069 falls above the -3.77 peer average. Values range from -7.6451 (Beyond Meat) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for John B and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare John B to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for John B is -1.21. John B's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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