SPDR SAMPP Expected Short fall
| XOP ETF | | | USD 180.59 -0.42 -0.23% |
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 SPDR SAMPP's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-1.53, SPDR SAMPP shows its current reading on this measure. This reflects SPDR SAMPP's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.53 | |
Expected Short fall Peers Comparison
The peer group averages -1.16 for Expected Short fall, with SPDR SAMPP at -1.527 falling below that level. Readings span -2.1977 (SPDR SAMPP Semiconductor) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for SPDR SAMPP 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 SPDR SAMPP to PeersMethodology, Assumptions & Data Sources
SPDR SAMPP has a current Expected Short fall reading of -1.53. This Expected Short fall reading for SPDR SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators