SK Telecom Expected Short fall
| SKM Stock | | | USD 37.87 1.57 4.33% |
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 SK Telecom's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
SK Telecom registers a Expected Short fall of
-2.67, reflecting its current reading on this measure. This reflects SK Telecom's positioning relative to its own recent range within Wireless Telecommunication Services.
Expected Shortfall | = | Conditional VAR |
| = | -2.67 | |
Expected Short fall Peers Comparison
Relative to peers, SK Telecom's Expected Short fall is below the group average of -1.72. Peer readings range from -3.3201 (Lumen Technologies) 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 SK Telecom 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 SK Telecom to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for SK Telecom is -2.67. The Expected Short fall for SK Telecom 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. SK Telecom operates in the communication services 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.
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