Sleep Number Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Sleep Number Corp
SNBR Stock  USD 3.04  0.04  1.33%   
Sleep Number's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for Sleep Number signals its current reading on this measure. This reflects Sleep Number's positioning relative to its own recent range within Stock.
Compare Sleep Number to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Sleep Number is 0. Expected Shortfall for Sleep Number is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

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Risk Adjusted Performance-0.08
Market Risk Adjusted Performance-0.24
Mean Deviation8.32
Coefficient Of Variation-1,034
Standard Deviation13.58
Variance184.31
Information Ratio-0.1
Jensen Alpha-1.38
Total Risk Alpha-1.46
Treynor Ratio-0.25
Maximum Drawdown82.16
Value At Risk-13.55
Potential Upside20.57
Skewness2.27
Kurtosis8.34
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