USA Compression Expected Short fall
| USAC Stock | | | USD 28.14 0.53 1.92% |
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 USA Compression's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-1.19 places USA Compression at its current reading on this measure. This reflects USA Compression's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.19 | |
Expected Short fall Peers Comparison
Relative to peers, USA Compression's Expected Short fall is above the group average of -2.36. Peer readings range from -2.9524 (Oceaneering International) 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 USA Compression 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 USA Compression to PeersMethodology, Assumptions & Data Sources
USA Compression has a current Expected Short fall reading of -1.19. The Expected Short fall for USA Compression applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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