Oxford Industries Expected Short fall
| OXM Stock | | | USD 45.48 0.12 0.26% |
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 Oxford Industries's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-2.50, Oxford Industries's Expected Short fall indicates its current reading on this measure. This reflects Oxford Industries's positioning relative to its own recent range within Apparel, Accessories & Luxury Goods.
Expected Shortfall | = | Conditional VAR |
| = | -2.50 | |
Expected Short fall Peers Comparison
Oxford Industries falls above the -3.77 peer average for Expected Short fall. leads at 0.0 while Polestar Automotive Holding registers the lowest at -4.679.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Oxford Industries 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 Oxford Industries to PeersMethodology, Assumptions & Data Sources
Oxford Industries has a current Expected Short fall reading of -2.50. Oxford Industries' Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Oxford Industries operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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