Virginia National Expected Short fall
| VABK Stock | | | USD 44.45 0.30 0.68% |
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 Virginia National's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Virginia National carries a Expected Short fall of
-1.28, consistent with its current reading on this measure. This reflects Virginia National's positioning relative to its own recent range within Stock.
Expected Shortfall | = | Conditional VAR |
| = | -1.28 | |
Expected Short fall Peers Comparison
The peer group averages -1.48 for Expected Short fall, with Virginia National at -1.2813 falling above that level. Readings span -1.9678 (Franklin Financial Services) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Virginia National 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 Virginia National to PeersMethodology, Assumptions & Data Sources
Virginia National's Expected Short fall currently stands at -1.28. Virginia National'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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