Republic Bancorp Expected Short fall
| RBCAA Stock | | | USD 77.70 0.73 0.95% |
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 Republic Bancorp's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-1.31 for Republic Bancorp signals its current reading on this measure. This reflects Republic Bancorp's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.31 | |
Expected Short fall Peers Comparison
Relative to peers, Republic Bancorp's Expected Short fall is below the group average of -1.0. Peer readings range from -1.2669 (ConnectOne Bancorp) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Republic Bancorp 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 Republic Bancorp to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Republic Bancorp is -1.31. The Expected Short fall for Republic Bancorp is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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