Sprint Treynor Ratio

Sprint Corporation -- USA Stock  

USD 8.52  0.49  6.10%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Sprint Corporation has current Treynor Ratio of (0.77). 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].
Sprint 
Treynor Ratio 
 = 
ER[a] - RFR 
BETA 
 = 
(0.77)
ER[a] =   Expected return on investing in Sprint
BETA =   Beta coefficient between Sprint and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Comparison

Sprint Corporation is rated below average in treynor ratio category among related companies. It is rated second 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.
Compare Sprint to competition
Sprint Corporationration, through its subsidiaries, offer various wireless and wireline communications solutions and services to consumers, businesses, government subscribers, and resellers in the United States, Puerto Rico, and the U.S. more
NameSprint Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00101830.0
ISINUS85207U1051
CUSIP85207U105
CurrencyUSD - US Dollar