IShares Morningstar Expected Short fall
| JKL ETF | | | USD 75.21 0.77 1.03% |
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 IShares Morningstar's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
IShares Morningstar registers a Expected Short fall of
-0.81, reflecting its current reading on this measure. This reflects IShares Morningstar's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.81 | |
Expected Short fall Peers Comparison
Relative to peers, IShares Morningstar's Expected Short fall is above the group average of -0.88. Peer readings range from -1.5575 (Defiance ETFs) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for IShares Morningstar 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 IShares Morningstar to PeersMethodology, Assumptions & Data Sources
IShares Morningstar's Expected Short fall currently stands at -0.81. The Expected Short fall for IShares Morningstar applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators