Microvision Sortino Ratio
| MVIS Stock | | | USD 0.65 -0.01 -0.95% |
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 Microvision's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Microvision registers a Sortino Ratio of 0.024, reflecting its current reading on this measure. This reflects Microvision's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.024 | |
| ER[a] | = | Expected return on investing in Microvision |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Microvision falls below the 0.08 peer average for Sortino Ratio. Blaize Holdings leads at 0.1812 while Rekor Systems registers the lowest at 0.0173. Microvision's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Microvision 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.
Comparing Sortino Ratio (
0.02 ) to Maximum Drawdown (
44.41 ) for Microvision yields a
1,851 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Microvision.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Microvision is 0.024. Sortino Ratio for Microvision 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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