Sleep Number Risk Adjusted Performance
| SNBR Stock | | | USD 3.00 0.39 14.94% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Sleep Number's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Sleep Number has a Risk Adjusted Performance of
-0.08, indicating slightly negative risk-adjusted return. Sleep Number's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.08 | |
Risk Adjusted Performance Peers Comparison
Sleep Number falls below the -0.01 peer average for Risk Adjusted Performance. Fossil Group leads at 0.139 while Bassett Furniture Industries registers the lowest at -0.0777. Sleep Number's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Sleep Number and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance 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 Sleep Number to PeersMethodology, Assumptions & Data Sources
Sleep Number's Risk Adjusted Performance currently stands at -0.08. The Risk Adjusted Performance for Sleep Number applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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