Keurig Dr Expected Short fall
| KDP Stock | | | USD 28.83 0.31 1.09% |
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 Keurig Dr's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Keurig Dr has a Expected Short fall of
-1.41, indicating its current reading on this measure. This reflects Keurig Dr's positioning relative to its own recent range within Soft Drinks & Non-alcoholic Beverages.
Expected Shortfall | = | Conditional VAR |
| = | -1.41 | |
Expected Short fall Peers Comparison
Among sector peers, Keurig Dr's Expected Short fall of -1.411 is below the -1.33 group average. The range runs from -2.4143 (Ambev SA ADR) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Keurig Dr 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 Keurig Dr to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Keurig Dr is -1.41. Expected Short fall for Keurig Dr is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Keurig Dr operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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