Ford Motor Treynor Ratio

Ford Motor Company -- USA Stock  

USD 12.52  0.09  0.71%

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Ford Motor Company has current Treynor Ratio of 0.2918. 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].
Ford Motor 
Treynor Ratio 
 = 
ER[a] - RFR 
BETA 
 = 
0.2918
ER[a] =   Expected return on investing in Ford Motor
BETA =   Beta coefficient between Ford Motor and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Comparison

Ford Motor Company is rated # 4 in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  15.25  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Ford Motor Company is roughly  15.25 
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.
Compare Ford Motor to competition
Ford Motor Company, together with its subsidiaries, designs, manufactures, markets, finances, and services automobiles. more
NameFord Motor Company
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00037996.0
ISINUS3453708600
CUSIP345370860
CurrencyUSD - US Dollar