Simpson Manufacturing Information Ratio
| SSD Stock | | | USD 181.57 -3.76 -2.03% |
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 Simpson Manufacturing's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Simpson Manufacturing's Information Ratio of
-0.02 reflects slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Simpson Manufacturing has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.02 | |
Information Ratio Peers Comparison
Simpson Manufacturing falls below the 0.03 peer average for Information Ratio. Air Lease leads at 0.1448 while Fortune Brands Innovations registers the lowest at -0.143. Simpson Manufacturing's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Simpson Manufacturing 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.
Compare Simpson Manufacturing to PeersMethodology, Assumptions & Data Sources
Simpson Manufacturing has a current Information Ratio reading of -0.02. The Information Ratio for Simpson Manufacturing 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. Simpson Manufacturing operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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