Alto Ingredients Treynor Ratio
| ALTO Stock | | | USD 4.46 -0.08 -1.76% |
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 Alto Ingredients's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-1.93, Alto Ingredients exhibits negative return per unit of systematic risk in Treynor Ratio. Alto Ingredients 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 |
| = | -1.93 | |
| ER[a] | = | Expected return on investing in Alto Ingredients |
| BETA | = | Beta coefficient between Alto Ingredients and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Alto Ingredients falls above the -6.23 peer average for Treynor Ratio. Trinseo SA leads at 4.87 while Loop Industries registers the lowest at -68.9985. Alto Ingredients 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 Alto Ingredients 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 Alto Ingredients to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Alto Ingredients is -1.93. The Treynor Ratio for Alto Ingredients is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Alto Ingredients operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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