Science Applications Sortino Ratio
| SAIC Stock | | | USD 93.93 -0.19 -0.20% |
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 Science Applications's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0, Science Applications's Sortino Ratio indicates its current reading on this measure. This reflects Science Applications's positioning relative to its own recent range within IT Consulting & Other Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Science Applications |
| 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 Science Applications 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 Science Applications to PeersMethodology, Assumptions & Data Sources
Science Applications' Sortino Ratio currently stands at 0. The Sortino Ratio for Science Applications is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Science Applications operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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