LSI Software Sortino Ratio
| LSI Stock | | | 48.00 0.20 0.42% |
This reference covers Sortino Ratio for LSI Software SA, with current readings, historical data, and sector peer comparisons.
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LSI Software Price History supply complementary context.
Current Sortino Ratio Value
LSI Software's Sortino Ratio of 0.1871 reflects its current reading on this measure. This reflects LSI Software's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1871 | |
| ER[a] | = | Expected return on investing in LSI Software |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
LSI Software's Sortino Ratio of 0.1871 falls above the 0.02 peer average. Values range from 0.0027 (Igoria Trade SA) to 0.0375 (Beta mWIG40TR Portfelowy), with wide dispersion across the group. LSI Software's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for LSI Software 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.
LSI Software's Sortino Ratio reads
0.19 while Maximum Drawdown reads
34.58 , a
184.81 ratio between the two. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for LSI Software.
Methodology, Assumptions & Data Sources
LSI Software has a current Sortino Ratio reading of 0.1871. The Sortino Ratio for LSI Software applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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