Vistra Energy Expected Short fall
| VST Stock | | | USD 164.35 7.50 4.78% |
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 Vistra Energy's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Vistra Energy has a Expected Short fall of
-1.91, indicating its current reading on this measure. This reflects Vistra Energy's positioning relative to its own recent range within Independent Power and Renewable Electricity Producers.
Expected Shortfall | = | Conditional VAR |
| = | -1.91 | |
Expected Short fall Peers Comparison
Among sector peers, Vistra Energy's Expected Short fall of -1.9147 is below the -1.12 group average. The range runs from -2.1752 (NRG Energy) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Vistra Energy 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 Vistra Energy to PeersMethodology, Assumptions & Data Sources
Vistra Energy has a current Expected Short fall reading of -1.91. Expected Short fall for Vistra 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. Vistra Energy operates in the utilities sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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