Renew Energy Expected Short fall
| RNW Stock | | | USD 5.62 0.22 4.07% |
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 Renew Energy's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-1.53, Renew Energy shows its current reading on this measure. This reflects Renew Energy's positioning relative to its own recent range within Electric Utilities.
Expected Shortfall | = | Conditional VAR |
| = | -1.53 | |
Expected Short fall Peers Comparison
The peer group averages -2.53 for Expected Short fall, with Renew Energy at -1.5324 falling above that level. Readings span -5.358 (Fluence Energy) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Renew Energy 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 Renew Energy to PeersMethodology, Assumptions & Data Sources
Renew Energy's Expected Short fall currently stands at -1.53. Expected Short fall for Renew Energy is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Renew Energy operates in the utilities sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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