Texas Instruments Expected Short fall
| TXN Stock | | | USD 285.15 -0.09 -0.03% |
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 Texas Instruments's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Texas Instruments carries a Expected Short fall of
-2.18, consistent with its current reading on this measure. This reflects Texas Instruments's positioning relative to its own recent range within Semiconductors & Semiconductor Equipment.
Expected Shortfall | = | Conditional VAR |
| = | -2.18 | |
Expected Short fall Peers Comparison
Relative to peers, Texas Instruments's Expected Short fall is above the group average of -2.97. Peer readings range from -4.5919 (Intel) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Texas Instruments 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 Texas Instruments to PeersMethodology, Assumptions & Data Sources
Texas Instruments' Expected Short fall currently stands at -2.18. Expected Short fall for Texas Instruments is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Texas Instruments operates in the information technology 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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