VOC Energy Expected Shortfall

Key Indicators . Expected Shortfall . Stocks . USA . 
Stock . VOC Energy Trust
VOC Stock  USD 3.08  -0.16  -4.94%   
VOC Energy's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The current Expected Shortfall of 0 places VOC Energy at its current reading on this measure. This reflects VOC Energy's positioning relative to its own recent range within Stock.
Compare VOC Energy to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for VOC Energy is 0. Expected Shortfall for VOC Energy is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.071
Market Risk Adjusted Performance-0.17
Mean Deviation2.66
Semi Deviation3.33
Downside Deviation3.63
Coefficient Of Variation1515.43
Standard Deviation3.43
Variance11.77
Information Ratio0.0615
Jensen Alpha0.2231
Total Risk Alpha0.1969
Sortino Ratio0.0581
Treynor Ratio-0.18
Maximum Drawdown16.37
Value At Risk-4.94
Potential Upside6.12
Downside Variance13.17
Semi Variance11.12
Expected Short fall-2.77
Skewness-0.0017
Kurtosis-0.09
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