Amphastar Information Ratio
| AMPH Stock | | | USD 19.00 -5.03 -20.93% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Amphastar's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Amphastar's Information Ratio of
-0.11 reflects slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Amphastar has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.11 | |
Information Ratio Peers Comparison
Amphastar falls below the 0.0 peer average for Information Ratio. Dynavax Technologies leads at 0.1525 while Embecta Corp registers the lowest at -0.166. Amphastar's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Amphastar and its peers. Each point represents one equity — position along the horizontal axis shows Information 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.
Compare Amphastar to PeersMethodology, Assumptions & Data Sources
Amphastar's Information Ratio currently stands at -0.11. Information Ratio for Amphastar is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Amphastar operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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