TSI Stock | | | EUR 5.98 0.08 1.32% |
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Tsingtao Brewery has current Sortino Ratio of 0.059. 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 |
| = | 0.059 | |
ER[a] | = | Expected return on investing in Tsingtao Brewery |
ER[b] | = | Expected return on market index or selected benchmark |
DD | = | Downside Deviation |
Tsingtao Brewery Sortino Ratio Peers Comparison
Tsingtao Sortino Ratio Relative To Other Indicators
Tsingtao Brewery is rated
fifth in sortino ratio category among its peers. It is currently under evaluation in potential upside category among its peers reporting about
126.28 of Potential Upside per Sortino Ratio. The ratio of Potential Upside to Sortino Ratio for Tsingtao Brewery is roughly
126.28 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
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