| G7W Stock | | | EUR 165.40 0.40 0.24% |
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Games Workshop Group has current Sortino Ratio of 0.1955. 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 |
| = | 0.1955 | |
| ER[a] | = | Expected return on investing in Games Workshop |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Games Workshop Sortino Ratio Peers Comparison
Games Sortino Ratio Relative To Other Indicators
Games Workshop Group is rated
# 2 in sortino ratio category among its peers. It is currently under evaluation in potential upside category among its peers reporting about
18.01 of Potential Upside per Sortino Ratio. The ratio of Potential Upside to Sortino Ratio for Games Workshop Group is roughly
18.01 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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