International Business Sortino Ratio

International Business Machines Corporation -- USA Stock  

USD 151.94  1.43  0.95%

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International Business Machines Corporation has current Sortino Ratio of 0.0. 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 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.
International Business 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0
ER[a] =   Expected return on investing in International Business
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

International Business Machines Corporation is rated below average in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
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 International Business to competition
International Business Machines Corporationration offer information technology solutions and services worldwide. more
NameInternational Business Machines Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00051143.0
ISINUS4592001014
CUSIP459200101
CurrencyUSD - US Dollar