Tsingtao Brewery Information Ratio
| TSGTY Pink Sheet | | | USD 32.96 -1.47 -4.27% |
The Information Ratio profile for Tsingtao Brewery below includes current and historical values with sector peer benchmarks. Readings recalculate as new trading sessions complete, incorporating the latest market data.
Tsingtao Brewery Volatility paired with
Tsingtao Brewery Price History provides supplemental context on Tsingtao Brewery.
Current Information Ratio Value
With Information Ratio at
-0.003, Tsingtao Brewery shows slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Tsingtao Brewery has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.003 | |
Information Ratio Peers Comparison
Tsingtao Brewery's Information Ratio of -0.003 falls below the 0.01 peer average. Values range from -0.1051 (Jernimo Martins SGPS) to 0.1028 (Coca Cola HBC AG), with wide dispersion across the group. Tsingtao Brewery'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 Tsingtao Brewery 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 Tsingtao Brewery to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for Tsingtao Brewery is -0.003. Information Ratio for Tsingtao Brewery is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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