Willis Lease Expected Short fall
| WLFC Stock | | | USD 222.72 -2.75 -1.22% |
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 Willis Lease's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-2.35 places Willis Lease at its current reading on this measure. This reflects Willis Lease's positioning relative to its own recent range within Trading Companies & Distributors.
Expected Shortfall | = | Conditional VAR |
| = | -2.35 | |
Expected Short fall Peers Comparison
Relative to peers, Willis Lease's Expected Short fall is above the group average of -3.06. Peer readings range from -4.934 (Hertz Global Holdings) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Willis Lease 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 Willis Lease to PeersMethodology, Assumptions & Data Sources
Willis Lease's Expected Short fall currently stands at -2.35. This Expected Short fall reading for Willis Lease results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Willis Lease operates in the industrials 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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