| TWIN Stock | | | USD 16.50 0.04 0.24% |
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Twin Disc Incorporated has current Treynor Ratio of 0.1555. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1555 | |
| ER[a] | = | Expected return on investing in Twin Disc |
| BETA | = | Beta coefficient between Twin Disc and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Twin Disc Treynor Ratio Peers Comparison
Twin Treynor Ratio Relative To Other Indicators
Twin Disc Incorporated is rated
third in treynor ratio category among related companies. It is currently under evaluation in semi variance category among related companies fabricating about
25.36 of Semi Variance per Treynor Ratio. The ratio of Semi Variance to Treynor Ratio for Twin Disc Incorporated is roughly
25.36 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 risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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