Waterstone Financial Expected Short fall
| WSBF Stock | | | USD 18.72 0.16 0.86% |
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 Waterstone Financial's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-1.03 for Waterstone Financial indicates its current reading on this measure. This reflects Waterstone Financial's positioning relative to its own recent range within Commercial & Residential Mortgage Finance.
Expected Shortfall | = | Conditional VAR |
| = | -1.03 | |
Expected Short fall Peers Comparison
Waterstone Financial's Expected Short fall of -1.0307 falls above the -1.18 peer average. Values range from -1.2146 (PCB Bancorp) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Waterstone 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 Waterstone Financial to PeersMethodology, Assumptions & Data Sources
Waterstone Financial has a current Expected Short fall reading of -1.03. Waterstone 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. Waterstone Financial operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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