Jefferies Financial Sortino Ratio vs. Semi Variance

JEF
 Stock
  

USD 35.81  0.26  0.73%   

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Jefferies Financial Group has current Sortino Ratio of 0.0598. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0598
ER[a] = Expected return on investing in Jefferies Financial
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

Jefferies Financial Sortino Ratio Peers Comparison

Jefferies Sortino Ratio Relative To Other Indicators

Jefferies Financial Group is rated below average in sortino ratio category among related companies. It is currently under evaluation in semi variance category among related companies fabricating about  56.11  of Semi Variance per Sortino Ratio. The ratio of Semi Variance to Sortino Ratio for Jefferies Financial Group is roughly  56.11 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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