Patterson UTI Expected Short fall
| PTEN Stock | | | USD 11.42 0.01 0.09% |
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 Patterson UTI's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-2.61, Patterson UTI exhibits its current reading on this measure in Expected Short fall. This reflects Patterson UTI's positioning relative to its own recent range within Energy Equipment & Services.
Expected Shortfall | = | Conditional VAR |
| = | -2.61 | |
Expected Short fall Peers Comparison
Patterson UTI's Expected Short fall of -2.6096 falls below the -2.4 peer average. Values range from -3.4822 (Delek Energy) 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 Patterson UTI 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 Patterson UTI to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Patterson UTI is -2.61. Patterson UTI's 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. Patterson UTI operates in the energy 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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