Haverty Furniture Sortino Ratio
| HVT Stock | | | USD 22.71 -0.07 -0.31% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is Haverty Furniture's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Haverty Furniture's Sortino Ratio of 0 reflects its current reading on this measure. This reflects Haverty Furniture's positioning relative to its own recent range within Homefurnishing Retail.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Haverty Furniture |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Haverty Furniture 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.
Compare Haverty Furniture to PeersMethodology, Assumptions & Data Sources
Haverty Furniture's Sortino Ratio currently stands at 0. The Sortino Ratio for Haverty Furniture applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Haverty Furniture 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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