CVS Health Treynor Ratio 
CVS  USA Stock  Quarterly Earning Report: November 6, 2019 
Symbol 
 =  0.2065 
ER[a]  =  Expected return on investing in CVS Health 
BETA  =  Beta coefficient between CVS Health and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
CVS Health Corporation is rated fourth in treynor ratio category among related companies. It is rated fifth in maximum drawdown category among related companies reporting about 50.21 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for CVS Health Corporation is roughly 50.21
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 CVS Health to competition 
Thematic Opportunities
Explore Investment Opportunities
CVS Health Technical Signals
All CVS Health 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  0.1317  
Market Risk Adjusted Performance  0.2165  
Mean Deviation  1.15  
Semi Deviation  1.19  
Downside Deviation  1.39  
Coefficient Of Variation  760.46  
Standard Deviation  1.59  
Variance  2.53  
Information Ratio  0.1403  
Jensen Alpha  0.2225  
Total Risk Alpha  0.2386  
Sortino Ratio  0.1601  
Treynor Ratio  0.2065  
Maximum Drawdown  10.37  
Value At Risk  (2.16)  
Potential Upside  2.33  
Downside Variance  1.94  
Semi Variance  1.43  
Expected Short fall  (1.23)  
Skewness  1.24  
Kurtosis  5.42 
Search macroaxis.com