TON Strategy Expected Short fall
| TONX Stock | | | 3.64 0.39 12.00% |
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 TON Strategy's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
TON Strategy has a Expected Short fall of
-6.25, indicating its current reading on this measure. This reflects TON Strategy's positioning relative to its own recent range within Interactive Media & Services.
Expected Shortfall | = | Conditional VAR |
| = | -6.25 | |
Expected Short fall Peers Comparison
TON Strategy falls below the -2.74 peer average for Expected Short fall. leads at 0.0 while Innventure registers the lowest at -7.4785.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for TON Strategy 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 TON Strategy to PeersMethodology, Assumptions & Data Sources
TON Strategy's Expected Short fall currently stands at -6.25. This Expected Short fall reading for TON Strategy results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. TON Strategy operates in the communication 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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