NiSource Expected Short fall
| NI Stock | | | USD 47.03 -0.48 -1.01% |
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 NiSource's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.89, NiSource exhibits its current reading on this measure in Expected Short fall. This reflects NiSource's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -0.89 | |
Expected Short fall Peers Comparison
NiSource's Expected Short fall of -0.8922 falls above the -0.93 peer average. Values range from -1.4609 (Edison International) 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 NiSource 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 NiSource to PeersMethodology, Assumptions & Data Sources
NiSource's Expected Short fall currently stands at -0.89. This Expected Short fall reading for NiSource results from applying the indicator's calculation rules to price and volume data over the selected window. 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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