Torm PLC Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . Torm PLC Class
TRMD Stock  USD 33.11  0.20  0.61%   
Torm PLC's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Torm PLC exhibits its current reading on this measure in Expected Shortfall. This reflects Torm PLC's positioning relative to its own recent range within Stock.
Compare Torm PLC to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Torm PLC is 0. Torm PLC'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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 Performance0.2153
Market Risk Adjusted Performance0.74
Mean Deviation2.04
Semi Deviation2.33
Downside Deviation2.8
Coefficient Of Variation461.26
Standard Deviation2.62
Variance6.88
Information Ratio0.2092
Jensen Alpha0.5511
Total Risk Alpha0.5317
Sortino Ratio0.1962
Treynor Ratio0.73
Maximum Drawdown12.3
Value At Risk-3.95
Potential Upside4.2
Downside Variance7.82
Semi Variance5.43
Expected Short fall-2.22
Skewness-0.56
Kurtosis0.6597
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