Jumbo SA Information Ratio
| JUMSY Pink Sheet | | | USD 26.90 -1.88 -6.53% |
The Information Ratio for Jumbo SA is detailed below with current readings, historical data points, and sector comparisons. Readings derive from end-of-day data and refresh with each new trading session. Supplemental context on Jumbo SA is available through
Jumbo SA Volatility and
Jumbo SA Price History.
Current Information Ratio Value
Jumbo SA carries a Information Ratio of
-0.02, consistent with slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Jumbo SA has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.02 | |
Information Ratio Peers Comparison
Among sector peers, Jumbo SA's Information Ratio of -0.0154 is above the -0.05 group average. The range runs from -0.1219 (Frasers Group plc) to 0.0056 (Just Eat Takeaway). Jumbo SA'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 Jumbo SA 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 Jumbo SA to PeersMethodology, Assumptions & Data Sources
Jumbo SA has a current Information Ratio reading of -0.02. Information Ratio for Jumbo SA is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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