Acacia Research Treynor Ratio
| ACTG Stock | | | USD 4.66 -0.05 -1.06% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is Acacia Research's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-0.38, Acacia Research's Treynor Ratio indicates negative return per unit of systematic risk. Acacia Research has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | -0.38 | |
| ER[a] | = | Expected return on investing in Acacia Research |
| BETA | = | Beta coefficient between Acacia Research and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages -4.69 for Treynor Ratio, with Acacia Research at -0.3847 falling above that level. Readings span -39.7292 (Spire Global) to 4.32 (Wabash National). Acacia Research has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for Acacia Research and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Acacia Research to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Acacia Research is -0.38. The Treynor Ratio for Acacia Research applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Acacia Research operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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