Union Bankshares Expected Short fall
| UNB Stock | | | USD 24.18 -0.37 -1.51% |
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 Union Bankshares's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-1.56 for Union Bankshares signals its current reading on this measure. This reflects Union Bankshares's positioning relative to its own recent range within Regional Banks.
Expected Shortfall | = | Conditional VAR |
| = | -1.56 | |
Expected Short fall Peers Comparison
Union Bankshares falls below the -1.22 peer average for Expected Short fall. leads at 0.0 while First Guaranty Bancshares registers the lowest at -2.3822.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Union Bankshares 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 Union Bankshares to PeersMethodology, Assumptions & Data Sources
Union Bankshares has a current Expected Short fall reading of -1.56. This Expected Short fall reading for Union Bankshares results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Union Bankshares operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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