Sizzle Acquisition Expected Short fall
| SZZL Stock | | | USD 10.31 0.01 0.1% |
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 Sizzle Acquisition's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Sizzle Acquisition has a Expected Short fall of
-0.14, indicating its current reading on this measure. This reflects Sizzle Acquisition's positioning relative to its own recent range within Diversified Capital Markets.
Expected Shortfall | = | Conditional VAR |
| = | -0.14 | |
Expected Short fall Peers Comparison
Sizzle Acquisition falls above the -0.39 peer average for Expected Short fall. leads at 0.0 while Digital Asset Acquisition registers the lowest at -1.171.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Sizzle Acquisition 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 Sizzle Acquisition to PeersMethodology, Assumptions & Data Sources
Sizzle Acquisition's Expected Short fall currently stands at -0.14. Sizzle Acquisition's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Sizzle Acquisition operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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