Satellos Bioscience Sortino Ratio
| MSCL Stock | | | 10.12 -0.93 -8.42% |
The Sortino Ratio indicator for Satellos Bioscience is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. For broader technical screening across instruments, see
Equity Screeners. Satellos Bioscience has a market cap of 208.74 M, ROE of -87.59%. See
Correlation Analysis for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. The portfolio reflects a holding in Satellos Bioscience. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Satellos Bioscience has current Sortino Ratio of 0.1. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1 | |
| ER[a] | = | Expected return on investing in Satellos Bioscience |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
Satellos Bioscience lands at
#2 in sortino ratio compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
327.26 in Maximum Drawdown for each unit of Sortino Ratio. The spread between Maximum Drawdown and Sortino Ratio for Satellos Bioscience sits at
327.26 The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
Compare Satellos Bioscience to Peers
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