Voya Financial Expected Short fall
| VOYA Stock | | | USD 81.59 1.90 2.38% |
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 Voya Financial's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Voya Financial has a Expected Short fall of
-1.55, indicating its current reading on this measure. This reflects Voya Financial's positioning relative to its own recent range within Diversified Financial Services.
Expected Shortfall | = | Conditional VAR |
| = | -1.55 | |
Expected Short fall Peers Comparison
Voya Financial falls above the -2.42 peer average for Expected Short fall. leads at 0.0 while Marathon Digital Holdings registers the lowest at -5.0555.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Voya Financial 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 Voya Financial to PeersMethodology, Assumptions & Data Sources
Voya Financial's Expected Short fall currently stands at -1.55. Voya Financial'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Voya Financial operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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