Fluicell Treynor Ratio vs. Value At Risk
| FLUI Stock | | | SEK 11.00 -0.40 -3.51% |
Fluicell this indicator lookup summarizes this and related technical indicators for Fluicell AB. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Fluicell has a market cap of 73.64 M, operating margin of -8.62%, ROE of -112.98%. Use
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Fluicell AB has current Treynor Ratio of
-0.60. 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 |
| = | -0.60 | |
| ER[a] | = | Expected return on investing in Fluicell |
| BETA | = | Beta coefficient between Fluicell and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fluicell Treynor Ratio Peers Comparison
Fluicell Treynor Ratio Relative To Other Indicators
Fluicell AB maintains a
fifth standing in treynor ratio relative to competitors. It is currently under evaluation in value at risk relative to competitors .
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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