International Business Treynor Ratio

International Business Machines Corporation -- USA Stock  

USD 147.1  1.87  1.26%

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International Business Machines Corporation has current Treynor Ratio of (0.54). 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].
International Business 
Treynor Ratio 
 = 
ER[a] - RFR 
BETA 
 = 
(0.54)
ER[a] =   Expected return on investing in International Business
BETA =   Beta coefficient between International Business and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Comparison

International Business Machines Corporation is rated fifth overall in treynor ratio category among related companies. It is currently under evaluation 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.
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International Business Machines Corporationration offer information technology solutions and services worldwide. more
NameInternational Business Machines Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00051143.0
ISINUS4592001014
CUSIP459200101
CurrencyUSD - US Dollar