Schweiter Technologies Sortino Ratio
| SWTQ Stock | | | CHF 289.00 4.00 1.40% |
The Sortino Ratio calculation for Schweiter Technologies draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Schweiter Technologies has a market cap of 410.93 M, operating margin of 1.53%, current ratio of 3.2.
World Market Map can help frame allocation decisions. Schweiter Technologies AG can be added to a watchlist or portfolio for position tracking. The information is presented without directional commentary. Broader economic conditions can influence Schweiter Technologies AG's company valuation — related indicators include
signals in state.
Schweiter Technologies AG has current Sortino Ratio of 0.0805. 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 |
| = | 0.0805 | |
| ER[a] | = | Expected return on investing in Schweiter Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
Schweiter Technologies AG falls in the
second position for sortino ratio across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
124.60 ratio of Maximum Drawdown to Sortino Ratio.
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 Schweiter Technologies to Peers
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