Ouster Common Information Ratio
| OUST Stock | | | USD 25.19 -0.01 -0.04% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Ouster Common's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Ouster Common registers a Information Ratio of 0.1006, reflecting positive but modest excess return per unit of tracking risk. Ouster Common has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1006 | |
Information Ratio Peers Comparison
Ouster Common's Information Ratio of 0.1006 falls above the 0.07 peer average. Values range from -0.0916 (Progress Software) to 0.2314 (Benchmark Electronics), with wide dispersion across the group. Ouster Common'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 Ouster Common 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.
Comparing Information Ratio (
0.10 ) to Maximum Drawdown (
28.89 ) for Ouster Common yields a
287.15 multiple. This indicates Maximum Drawdown substantially exceeds Information Ratio for Ouster Common.
Methodology, Assumptions & Data Sources
The current Information Ratio for Ouster Common is 0.1006. Information Ratio for Ouster Common 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. Ouster Common operates in the information technology 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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