NVent Electric Expected Short fall
| NVT Stock | | | USD 169.95 3.22 1.93% |
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 NVent Electric's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
NVent Electric's Expected Short fall of
-2.50 reflects its current reading on this measure. This reflects NVent Electric's positioning relative to its own recent range within Electrical Components & Equipment.
Expected Shortfall | = | Conditional VAR |
| = | -2.50 | |
Expected Short fall Peers Comparison
Among sector peers, NVent Electric's Expected Short fall of -2.4962 is above the -2.71 group average. The range runs from -3.774 (FTAI Aviation) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for NVent Electric 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 NVent Electric to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for NVent Electric is -2.50. This Expected Short fall reading for NVent Electric 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. NVent Electric 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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