Shin-Etsu Chemical Expected Short fall
| SHECY Pink Sheet | | | USD 24.06 -0.12 -0.50% |
Current and historical Expected Short fall readings for Shin Etsu Chemical Co are documented here alongside peer-relative positioning. Additional technical screening by Expected Short fall and related measures is available via
Equity Screeners.
Shin-Etsu Chemical Volatility paired with
Shin-Etsu Chemical Price History provides supplemental context on Shin-Etsu Chemical.
Current Expected Short fall Value
At
-2.26, Shin-Etsu Chemical's Expected Short fall indicates its current reading on this measure. This reflects Shin-Etsu Chemical's positioning relative to its own recent range within Pink Sheet.
Expected Shortfall | = | Conditional VAR |
| = | -2.26 | |
Expected Short fall Peers Comparison
Relative to peers, Shin-Etsu Chemical's Expected Short fall is above the group average of -2.68. Peer readings range from -5.3572 (BASF SE NA) 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 Shin Etsu 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 Shin-Etsu Chemical to PeersMethodology, Assumptions & Data Sources
Shin-Etsu Chemical has a current Expected Short fall reading of -2.26. The Expected Short fall for Shin-Etsu Chemical is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators