Wintrust Financial Expected Short fall
| WTFC Stock | | | USD 153.28 2.82 1.87% |
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 Wintrust Financial's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-1.33, Wintrust Financial's Expected Short fall indicates its current reading on this measure. This reflects Wintrust Financial's positioning relative to its own recent range within Regional Banks.
Expected Shortfall | = | Conditional VAR |
| = | -1.33 | |
Expected Short fall Peers Comparison
Among sector peers, Wintrust Financial's Expected Short fall of -1.3265 is below the -1.19 group average. The range runs from -1.2968 (Zions Bancorporation) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Wintrust 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 Wintrust Financial to PeersMethodology, Assumptions & Data Sources
Wintrust Financial has a current Expected Short fall reading of -1.33. This Expected Short fall reading for Wintrust Financial 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. Wintrust 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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