Celanese Information Ratio
| CE Stock | | | USD 58.40 -3.72 -5.99% |
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 Celanese's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Celanese carries a Information Ratio of 0.1268, consistent with positive but modest excess return per unit of tracking risk. Celanese has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1268 | |
Information Ratio Peers Comparison
Celanese's Information Ratio of 0.1268 falls above the 0.06 peer average. Values range from -0.0725 (Balchem) to 0.2566 (Sasol), with wide dispersion across the group. Celanese's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Celanese 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.
With Information Ratio at
0.13 and Maximum Drawdown at
23.97 , Celanese shows a
189.05 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Information Ratio for Celanese.
Methodology, Assumptions & Data Sources
The current Information Ratio for Celanese is 0.1268. The Information Ratio for Celanese is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Celanese operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators