Kopin Expected Short fall
| KOPN Stock | | | USD 4.92 0.01 0.20% |
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 Kopin's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Kopin carries a Expected Short fall of
-5.20, consistent with its current reading on this measure. This reflects Kopin's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -5.20 | |
Expected Short fall Peers Comparison
The peer group averages -4.29 for Expected Short fall, with Kopin at -5.1992 falling below that level. Readings span -7.1054 (LightPath Technologies) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Kopin 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 Kopin to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Kopin is -5.20. This Expected Short fall reading for Kopin results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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