MEDIFAST INC Expected Short fall
| MED Stock | | | USD 12.40 -0.19 -1.51% |
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 MEDIFAST INC's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-2.02, MEDIFAST INC's Expected Short fall indicates its current reading on this measure. This reflects MEDIFAST INC's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -2.02 | |
Expected Short fall Peers Comparison
MEDIFAST INC falls above the -3.35 peer average for Expected Short fall. leads at 0.0 while MasterBeef Group Ordinary registers the lowest at -5.1602.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for MEDIFAST INC 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 MEDIFAST INC to PeersMethodology, Assumptions & Data Sources
MEDIFAST INC has a current Expected Short fall reading of -2.02. The Expected Short fall for MEDIFAST INC applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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