Burlington Stores Expected Short fall
| BURL Stock | | | USD 329.27 4.12 1.27% |
The Expected Short fall signal for Burlington Stores reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Burlington Stores has a market cap of 20.64 B, operating margin of 11.66%, current ratio of 1.12.
Trending Equities adds portfolio-level perspective. Including Burlington Stores in a portfolio enables allocation and risk analysis. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Burlington Stores's company valuation — related indicators include
signals in real.
Our
How to Trade Burlington Stores guide. The guide covers key considerations relevant to Burlington Stock order placement. It provides context that complements the data on this page for Burlington Stores.
Burlington Stores has current Expected Short fall of
-1.71. 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).
Expected Shortfall | = | Conditional VAR |
| = | -1.71 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Burlington Stores is rated
below average for expected short fall within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.
Compare Burlington Stores to Peers
Other Technical Indicators