Molina Healthcare Expected Short fall
| MOH Stock | | | USD 191.83 -0.02 -0.01% |
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 Molina Healthcare's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Molina Healthcare's Expected Short fall of
-2.85 reflects its current reading on this measure. This reflects Molina Healthcare's positioning relative to its own recent range within Health Care Providers & Services.
Expected Shortfall | = | Conditional VAR |
| = | -2.85 | |
Expected Short fall Peers Comparison
Among sector peers, Molina Healthcare's Expected Short fall of -2.8502 is below the -1.61 group average. The range runs from -2.3577 (DaVita HealthCare Partners) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Molina Healthcare 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 Molina Healthcare to PeersMethodology, Assumptions & Data Sources
Molina Healthcare has a current Expected Short fall reading of -2.85. The Expected Short fall for Molina Healthcare 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. Molina Healthcare operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators