Pacer Swan Expected Short fall
| PSCW ETF | | | USD 29.60 0.09 0.30% |
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 Pacer Swan's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Pacer Swan registers a Expected Short fall of
-0.28, reflecting its current reading on this measure. This reflects Pacer Swan's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.28 | |
Expected Short fall Peers Comparison
The peer group averages -0.41 for Expected Short fall, with Pacer Swan at -0.2807 falling above that level. Readings span -0.6729 (Innovator Equity Accelerated) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Pacer Swan 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 Pacer Swan to PeersMethodology, Assumptions & Data Sources
Pacer Swan's Expected Short fall currently stands at -0.28. This Expected Short fall reading for Pacer Swan results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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