MasTec Expected Short fall
| MTZ Stock | | | USD 433.35 0.07 0.02% |
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 MasTec's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-2.39, MasTec exhibits its current reading on this measure in Expected Short fall. This reflects MasTec's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -2.39 | |
Expected Short fall Peers Comparison
MasTec's Expected Short fall of -2.3897 falls above the -2.49 peer average. Values range from -5.0667 (Sterling Construction) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for MasTec 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 MasTec to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for MasTec is -2.39. The Expected Short fall for MasTec 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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