Sabre Corpo Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Sabre Corpo
SABR Stock  USD 2.06  -0.01  -0.48%   
Sabre Corpo's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for Sabre Corpo indicates its current reading on this measure. This reflects Sabre Corpo's positioning relative to its own recent range within Data Processing & Outsourced Services.
Compare Sabre Corpo to Peers

Methodology, Assumptions & Data Sources

Sabre Corpo's Expected Shortfall currently stands at 0. This Expected Shortfall reading for Sabre Corpo results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Sabre Corpo operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1348
Market Risk Adjusted Performance-0.64
Mean Deviation5.92
Semi Deviation5.61
Downside Deviation6.42
Coefficient Of Variation765.54
Standard Deviation8.52
Variance72.56
Information Ratio0.1297
Jensen Alpha1.1
Total Risk Alpha1.12
Sortino Ratio0.1722
Treynor Ratio-0.65
Maximum Drawdown55.03
Value At Risk-8.55
Potential Upside14.39
Downside Variance41.16
Semi Variance31.5
Expected Short fall-7.00
Skewness1.38
Kurtosis4.11
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.