## B Communications Treynor Ratio |

BCOM -- USA Stock | ## USD 1.24 0.0101 0.82% |

Symbol |

| = | 0.2625 |

ER[a] | = | Expected return on investing in B Communications |

BETA | = | Beta coefficient between B Communications and the market |

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

## Treynor Ratio Comparison

B Communications Ltd is rated

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.**fourth**in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 149.36 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for B Communications Ltd is roughly 149.36Treynor Ratio | ... |

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## Thematic Opportunities

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## B Communications Technical Signals

### All B Communications Technical Indicators

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Statistic Functions | |

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Volume Indicators |

Risk Adjusted Performance | (0.021368) | ||

Market Risk Adjusted Performance | 0.2725 | ||

Mean Deviation | 3.73 | ||

Coefficient Of Variation | (2,985) | ||

Standard Deviation | 5.92 | ||

Variance | 35.09 | ||

Information Ratio | (0.040204) | ||

Jensen Alpha | (0.18) | ||

Total Risk Alpha | (0.41) | ||

Treynor Ratio | 0.2625 | ||

Maximum Drawdown | 39.21 | ||

Value At Risk | (9.38) | ||

Potential Upside | 6.85 | ||

Skewness | 1.63 | ||

Kurtosis | 6.92 |

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