Cambria Value Expected Short fall
| VAMO ETF | | | USD 35.07 -0.48 -1.35% |
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 Cambria Value's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Cambria Value registers a Expected Short fall of
-0.53, reflecting its current reading on this measure. This reflects Cambria Value's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.53 | |
Expected Short fall Peers Comparison
The peer group averages -1.27 for Expected Short fall, with Cambria Value at -0.532 falling above that level. Readings span -2.6619 (Matthews International Funds) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Cambria Value 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 Cambria Value to PeersMethodology, Assumptions & Data Sources
Cambria Value has a current Expected Short fall reading of -0.53. Expected Short fall for Cambria Value is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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