Snap Expected Short fall
| SNAP Stock | | | USD 6.08 0.10 1.67% |
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 Snap's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-3.35 for Snap indicates its current reading on this measure. This reflects Snap's positioning relative to its own recent range within Interactive Media & Services.
Expected Shortfall | = | Conditional VAR |
| = | -3.35 | |
Expected Short fall Peers Comparison
Snap's Expected Short fall of -3.349 falls below the -1.77 peer average. Values range from -2.988 (Twilio Inc) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Snap 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 Snap to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Snap is -3.35. Expected Short fall for Snap is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Snap operates in the communication services 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.
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