Invesco KBW Expected Short fall
| KBWY ETF | | | USD 17.02 0.44 2.65% |
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 Invesco KBW's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Invesco KBW registers a Expected Short fall of
-0.98, reflecting its current reading on this measure. This reflects Invesco KBW's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.98 | |
Expected Short fall Peers Comparison
The peer group averages -0.95 for Expected Short fall, with Invesco KBW at -0.9807 falling below that level. Readings span -1.2462 (Amplify Digital Payments) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Invesco KBW 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 Invesco KBW to PeersMethodology, Assumptions & Data Sources
Invesco KBW has a current Expected Short fall reading of -0.98. The Expected Short fall for Invesco KBW applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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