Ondas Holdings Expected Short fall
| ONDS Stock | | | USD 9.04 -0.38 -4.03% |
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 Ondas Holdings's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-4.67, Ondas Holdings's Expected Short fall indicates its current reading on this measure. This reflects Ondas Holdings's positioning relative to its own recent range within Electronic Equipment, Instruments & Components.
Expected Shortfall | = | Conditional VAR |
| = | -4.67 | |
Expected Short fall Peers Comparison
Among sector peers, Ondas Holdings's Expected Short fall of -4.672 is below the -3.42 group average. The range runs from -9.555 (Applied Opt) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Ondas Holdings 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 Ondas Holdings to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Ondas Holdings is -4.67. Expected Short fall for Ondas Holdings is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Ondas Holdings operates in the information technology 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.
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