Ryder System Expected Short fall
| R Stock | | | USD 239.30 0.16 0.07% |
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 Ryder System's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-2.01 places Ryder System at its current reading on this measure. This reflects Ryder System's positioning relative to its own recent range within Cargo Ground Transportation.
Expected Shortfall | = | Conditional VAR |
| = | -2.01 | |
Expected Short fall Peers Comparison
The peer group averages -1.06 for Expected Short fall, with Ryder System at -2.0079 falling below that level. Readings span -1.8972 (Middleby Corp) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Ryder System 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 Ryder System to PeersMethodology, Assumptions & Data Sources
Ryder System has a current Expected Short fall reading of -2.01. The Expected Short fall for Ryder System is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Ryder System operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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