Micron Technology Sortino Ratio 
MU  USA Stock  Earnings Call Next Week 
Symbol 
 =  (0.01684) 
ER[a]  =  Expected return on investing in Micron Technology 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Micron Technology is rated below average in sortino ratio category among related companies. It is regarded third 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 riskSortino Ratio 

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Micron Technology Technical Signals
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Risk Adjusted Performance  0.0143  
Market Risk Adjusted Performance  0.0174  
Mean Deviation  1.94  
Semi Deviation  2.72  
Downside Deviation  2.81  
Coefficient Of Variation  9195.45  
Standard Deviation  2.63  
Variance  6.94  
Information Ratio  (0.017982)  
Jensen Alpha  (0.15)  
Total Risk Alpha  (0.27)  
Sortino Ratio  (0.01684)  
Treynor Ratio  0.0074  
Maximum Drawdown  15.83  
Value At Risk  (3.44)  
Potential Upside  4.03  
Downside Variance  7.92  
Semi Variance  7.42  
Expected Short fall  (2.09)  
Skewness  (0.97)  
Kurtosis  3.86 
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