Altaba Treynor Ratio 
AABA  USA Stock  USD 69.52 0.01 0.0144% 
Symbol 
 =  0.1319 
ER[a]  =  Expected return on investing in Altaba 
BETA  =  Beta coefficient between Altaba and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Altaba is rated fourth in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 24.01 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Altaba is roughly 24.01
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 riskthe kind of risk that is inherent to the entire market (represented by beta)should be penalized because it cannot be diversified away.Treynor Ratio  ...

Compare Altaba to competition 
Thematic Opportunities
Explore Investment Opportunities
Altaba Technical Signals
All Altaba Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0477  
Market Risk Adjusted Performance  0.1419  
Mean Deviation  0.3594  
Semi Deviation  0.3834  
Downside Deviation  0.4397  
Coefficient Of Variation  1751.14  
Standard Deviation  0.5312  
Variance  0.2821  
Information Ratio  0.2276  
Jensen Alpha  0.0358  
Total Risk Alpha  0.0746  
Sortino Ratio  0.2749  
Treynor Ratio  0.1319  
Maximum Drawdown  3.17  
Value At Risk  (0.69)  
Potential Upside  0.7166  
Downside Variance  0.1934  
Semi Variance  0.147  
Expected Short fall  (0.50)  
Skewness  0.6185  
Kurtosis  3.04 
Search macroaxis.com