Intel Sortino Ratio

Intel Corporation -- USA Stock  

USD 45.65  1.02  2.29%

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Intel Corporation has current Sortino Ratio of 0.3614. 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.
Intel 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.3614
ER[a] =   Expected return on investing in Intel
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Intel Corporation is rated second overall in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  24.87  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Intel Corporation is roughly  24.87 
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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Intel Corporationration designs, manufactures, and sells integrated digital technology platforms worldwide. more
NameIntel Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00050863.0
ISINUS4581401001
CUSIP458140100
Related EntityINCO
CurrencyUSD - US Dollar