Sutro Biopharma Expected Short fall
| STRO Stock | | | USD 39.31 -0.93 -2.31% |
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 Sutro Biopharma's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-4.86, Sutro Biopharma's Expected Short fall indicates its current reading on this measure. This reflects Sutro Biopharma's positioning relative to its own recent range within Biotechnology.
Expected Shortfall | = | Conditional VAR |
| = | -4.86 | |
Expected Short fall Peers Comparison
Among sector peers, Sutro Biopharma's Expected Short fall of -4.8582 is below the -4.6 group average. The range runs from -7.0622 (Artiva Biotherapeutics Common) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Sutro Biopharma 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 Sutro Biopharma to PeersMethodology, Assumptions & Data Sources
Sutro Biopharma has a current Expected Short fall reading of -4.86. Expected Short fall for Sutro Biopharma 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. Sutro Biopharma operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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