American Business Sortino Ratio
| AMBZ OTC | | | USD 72.31 -0.03 -0.04% |
This reference covers Sortino Ratio for American Business Bk, with current readings, historical data, and sector peer comparisons. The reading's significance depends on context — the instrument's own range and sector norms.
American Business Volatility and
American Business Price History offer additional context on American Business.
Current Sortino Ratio Value
At 0.1148, American Business's Sortino Ratio indicates its current reading on this measure. This reflects American Business's positioning relative to its own recent range within OTC Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1148 | |
| ER[a] | = | Expected return on investing in American Business |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, American Business's Sortino Ratio of 0.1148 is above the 0.06 group average. The range runs from 0.0064 (First Farmers Financial) to 0.1466 (West Coast Community). American Business's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for American Business and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
American Business's Maximum Drawdown of
2.19 runs about
19.07 times its Sortino Ratio of
0.11 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for American Business.
Methodology, Assumptions & Data Sources
American Business has a current Sortino Ratio reading of 0.1148. The Sortino Ratio for American Business is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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