WPP PLC Expected Short fall
| WPP Stock | | | USD 18.97 0.21 1.12% |
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 WPP PLC's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-2.06, WPP PLC shows its current reading on this measure. This reflects WPP PLC's positioning relative to its own recent range within Advertising.
Expected Shortfall | = | Conditional VAR |
| = | -2.06 | |
Expected Short fall Peers Comparison
The peer group averages -1.58 for Expected Short fall, with WPP PLC at -2.0635 falling below that level. Readings span -2.0915 (Madison Square Garden) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for WPP PLC 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 WPP PLC to PeersMethodology, Assumptions & Data Sources
WPP PLC's Expected Short fall currently stands at -2.06. This Expected Short fall reading for WPP PLC results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. WPP PLC operates in the communication 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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