Under Armour Expected Short fall
| UAA Stock | | | USD 6.39 -0.07 -1.08% |
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 Under Armour's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Under Armour registers a Expected Short fall of
-3.50, reflecting its current reading on this measure. This reflects Under Armour's positioning relative to its own recent range within Apparel, Accessories & Luxury Goods.
Expected Shortfall | = | Conditional VAR |
| = | -3.50 | |
Expected Short fall Peers Comparison
Relative to peers, Under Armour's Expected Short fall is below the group average of -2.12. Peer readings range from -3.5003 (Adient PLC) 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 Under Armour 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 Under Armour to PeersMethodology, Assumptions & Data Sources
Under Armour has a current Expected Short fall reading of -3.50. Under Armour'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Under Armour operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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