| PHM7 Stock | | | EUR 51.23 0.30 0.58% |
Altria sortino-ratio technical analysis lookup allows you to check this and other technical indicators for Altria Group or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Altria Group has current Sortino Ratio of 0.1826. 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 |
| = | 0.1826 | |
| ER[a] | = | Expected return on investing in Altria |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Altria Sortino Ratio Peers Comparison
Altria Sortino Ratio Relative To Other Indicators
Altria Group is regarded
fourth in sortino ratio category among its peers. It is regarded
third in maximum drawdown category among its peers reporting about
56.45 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Altria Group is roughly
56.45 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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