JPMorgan Equity Expected Short fall
| JPEF ETF | | | 78.37 0.49 0.63% |
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 JPMorgan Equity's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-0.78 for JPMorgan Equity signals its current reading on this measure. This reflects JPMorgan Equity's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.78 | |
Expected Short fall Peers Comparison
Among sector peers, JPMorgan Equity's Expected Short fall of -0.7846 is above the -1.07 group average. The range runs from -1.84 (ARK Autonomous Technology) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for JPMorgan Equity 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 JPMorgan Equity to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for JPMorgan Equity is -0.78. The Expected Short fall for JPMorgan Equity is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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