EBay Information Ratio
| EBAY Stock | | | USD 100.26 2.32 2.37% |
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 EBay's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
EBay has a Information Ratio of 0.0445, indicating positive but modest excess return per unit of tracking risk. EBay has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0445 | |
Information Ratio Peers Comparison
EBay falls above the -0.06 peer average for Information Ratio. JD Inc Adr leads at 0.0594 while Tractor Supply registers the lowest at -0.212. EBay'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 EBay 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.
EBay's Maximum Drawdown of
9.89 runs about
222.16 times its Information Ratio of
0.04 . This indicates Maximum Drawdown substantially exceeds Information Ratio for EBay.
Methodology, Assumptions & Data Sources
EBay's Information Ratio currently stands at 0.0445. Information Ratio for EBay is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. EBay operates in the consumer discretionary 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.
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