Intel Treynor Ratio

Intel Corporation -- USA Stock  

USD 44.66  0.28  0.62%

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Intel Corporation has current Treynor Ratio of 0.2576. 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].
Intel 
Treynor Ratio 
 = 
ER[a] - RFR 
BETA 
 = 
0.2576
ER[a] =   Expected return on investing in Intel
BETA =   Beta coefficient between Intel and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Comparison

Intel Corporation is rated third overall in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  37.31  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Intel Corporation is roughly  37.31 
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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Intel Corporationration designs, manufactures, and sells integrated digital technology platforms worldwide. more
NameIntel Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00050863.0
ISINUS4581401001
CUSIP458140100
Related EntityINCO
CurrencyUSD - US Dollar