American Airlines Treynor Ratio

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    American Airlines Group Inc has current Treynor Ratio of 0.0. The Treynor is reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore the Treynor Ratio is calculated as [(Portfolio return - Risk free return)/Beta].
    American Airlines 
    Treynor Ratio 
     = 
    ER[a] - RFR 
    BETA 
     = 
    0.0
    ER[a] =   Expected return on investing in American Airlines
    BETA =   Beta coefficient between American Airlines and the market
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Treynor Ratio Comparison

    American Airlines Group Inc is rated fourth in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
    This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
    American Airlines Group Inc., through its subsidiaries, operates in the airline industry. more
    NameAmerican Airlines Group Inc
    Analyst Consensus
    Macroaxis Advice
    InstrumentUSA Stock
    RegionNorth America
    ExchangeNASDAQ
    CIK Number00006201.0
    ISINUS02376R1023
    CUSIP02376R102,001765106