Salesforce Treynor Ratio 
CRM  USA Stock  USD 151.57 3.33 2.25% 
Symbol 
 =  0.051 
ER[a]  =  Expected return on investing in Salesforce 
BETA  =  Beta coefficient between Salesforce and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Salesforce is rated fifth in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 110.36 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Salesforce is roughly 110.36
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  ...

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Risk Adjusted Performance  0.0333  
Market Risk Adjusted Performance  0.061  
Mean Deviation  1.13  
Semi Deviation  1.46  
Downside Deviation  1.58  
Coefficient Of Variation  3250.42  
Standard Deviation  1.41  
Variance  2.0  
Information Ratio  0.0948  
Jensen Alpha  0.0996  
Total Risk Alpha  0.178  
Sortino Ratio  0.0847  
Treynor Ratio  0.051  
Maximum Drawdown  5.63  
Value At Risk  (2.39)  
Potential Upside  2.24  
Downside Variance  2.51  
Semi Variance  2.12  
Expected Short fall  (1.17)  
Skewness  (0.52)  
Kurtosis  (0.29) 
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