Snap On Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Snap On
SNA Stock  USD 374.00  3.18  0.86%   
Snap On's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for Snap On indicates its current reading on this measure. This reflects Snap On's positioning relative to its own recent range within Industrial Machinery & Supplies & Components.
Compare Snap On to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Snap On is 0. The Expected Shortfall for Snap On applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Snap On operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

Other Technical Indicators

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Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance-0.01
Market Risk Adjusted Performance-0.01
Mean Deviation1.15
Coefficient Of Variation-10,293
Standard Deviation1.52
Variance2.3
Information Ratio-0.0014
Jensen Alpha-0.0016
Total Risk Alpha0.0123
Treynor Ratio-0.02
Maximum Drawdown7.81
Value At Risk-2.65
Potential Upside2.19
Skewness-0.07
Kurtosis0.5138
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