Whitestone REIT Expected Short fall
| WSR Stock | | | USD 18.96 0.01 0.05% |
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 Whitestone REIT's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-1.16 places Whitestone REIT at its current reading on this measure. This reflects Whitestone REIT's positioning relative to its own recent range within Retail REITs.
Expected Shortfall | = | Conditional VAR |
| = | -1.16 | |
Expected Short fall Peers Comparison
The peer group averages -2.04 for Expected Short fall, with Whitestone REIT at -1.1577 falling above that level. Readings span -3.5271 (Ready Capital Corp) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Whitestone REIT 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 Whitestone REIT to PeersMethodology, Assumptions & Data Sources
Whitestone REIT has a current Expected Short fall reading of -1.16. Expected Short fall for Whitestone REIT is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Whitestone REIT operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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