Kennametal Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Kennametal
KMT Stock  USD 36.10  -5.61  -13.45%   
Kennametal's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for Kennametal indicates its current reading on this measure. This reflects Kennametal's positioning relative to its own recent range within Industrial Machinery & Supplies & Components.
Compare Kennametal to Peers

Methodology, Assumptions & Data Sources

Kennametal's Expected Shortfall currently stands at 0. The Expected Shortfall for Kennametal is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Kennametal operates in the industrials 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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Risk Adjusted Performance8.0E-4
Market Risk Adjusted Performance-0.01
Mean Deviation2.29
Coefficient Of Variation-14,978
Standard Deviation3.51
Variance12.35
Information Ratio-0.01
Jensen Alpha-0.03
Total Risk Alpha-0.03
Treynor Ratio-0.02
Maximum Drawdown18.96
Value At Risk-4.21
Potential Upside4.43
Skewness0.4157
Kurtosis7.5
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