ReposiTrak Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . ReposiTrak
TRAK Stock   9.72  -0.45  -4.42%   
ReposiTrak's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for ReposiTrak indicates its current reading on this measure. This reflects ReposiTrak's positioning relative to its own recent range within Stock.
Compare ReposiTrak to Peers

Methodology, Assumptions & Data Sources

ReposiTrak's Expected Shortfall currently stands at 0. ReposiTrak's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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Risk Adjusted Performance0.007
Market Risk Adjusted Performance-0.0021
Mean Deviation2.59
Coefficient Of Variation-451,798
Standard Deviation3.51
Variance12.35
Information Ratio-0.01
Jensen Alpha-0.02
Total Risk Alpha-0.05
Treynor Ratio-0.01
Maximum Drawdown14.12
Value At Risk-4.42
Potential Upside6.98
Skewness0.5963
Kurtosis1.59
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