LG Uplus Treynor Ratio

032640 Stock   10,910  130.00  1.21%   
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LG Uplus has current Treynor Ratio of 1.74. 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] - RFR

BETA

 = 
1.74
ER[a] = Expected return on investing in LG Uplus
BETA = Beta coefficient between LG Uplus and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

LG Uplus Treynor Ratio Peers Comparison

032640 Treynor Ratio Relative To Other Indicators

LG Uplus is rated fourth in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  4.31  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for LG Uplus is roughly  4.31 
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.
Compare LG Uplus to Peers

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