MORPHO: Expected Shortfall 95% (1 Day)

Morpho Expected Shortfall 95% (1 Day) was -8.54% on 8 Nov 2026 (latest daily value).

The average of MORPHO's worst 5% of daily returns in the last year (expected shortfall).

Why use it. Goes past value at risk: how deep the tail days went on average. How to read it. Always at or below value at risk; a widening gap between them means fatter tails.

Calculation. 100 x the mean of the 19 lowest of the last 365 daily returns. From CryptoKeyhole's own US dollar price chart of MORPHO, closed periods only. Returns are 24-hour returns r = close / close 24 hours earlier - 1; daily values use the closes of UTC days, hourly values recompute the same statistic at every hour from the closes 24, 48 ... hours before it, so a day's last hour gives its daily value wherever the hourly closes are complete. A window of N days needs N + 1 closes exactly a day apart: a missing close leaves every window that needs it empty, nothing is filled in. The open UTC day shows a labelled partial at the latest completed hour. History starts once the price chart has the window's closes; it is a description of the past, not a forecast.