## Asuransi Jasa Treynor Ratio |

ASJT -- Indonesia Stock | ## IDR 180.00 6.00 3.45% |

Symbol |

| = | 0.4447 |

ER[a] | = | Expected return on investing in Asuransi Jasa |

BETA | = | Beta coefficient between Asuransi Jasa and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Treynor Ratio Comparison

Asuransi Jasa Tania Tbk is number one stock in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 42.96 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Asuransi Jasa Tania Tbk is roughly 42.96

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.Treynor Ratio | ... |

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## Thematic Opportunities

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## Asuransi Jasa Technical Signals

### All Asuransi Jasa 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 | (0.1) | ||

Market Risk Adjusted Performance | 0.4547 | ||

Mean Deviation | 2.12 | ||

Coefficient Of Variation | (953.70) | ||

Standard Deviation | 3.18 | ||

Variance | 10.1 | ||

Information Ratio | (0.1) | ||

Jensen Alpha | (0.36) | ||

Total Risk Alpha | (0.26) | ||

Treynor Ratio | 0.4447 | ||

Maximum Drawdown | 19.1 | ||

Value At Risk | (5.66) | ||

Potential Upside | 3.98 | ||

Skewness | (0.60) | ||

Kurtosis | 2.71 |

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