McGrath RentCorp Expected Short fall
| MGRC Stock | | | USD 114.64 0.31 0.27% |
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 McGrath RentCorp's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
McGrath RentCorp registers a Expected Short fall of 0, reflecting its current reading on this measure. This reflects McGrath RentCorp's positioning relative to its own recent range within Trading Companies & Distributors.
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for McGrath RentCorp 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 McGrath RentCorp to PeersMethodology, Assumptions & Data Sources
McGrath RentCorp has a current Expected Short fall reading of 0. The Expected Short fall for McGrath RentCorp is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. McGrath RentCorp operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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