American Superconductor Treynor Ratio
| AMSC Stock | | | USD 55.19 1.97 3.70% |
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 American Superconductor's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of
-1.26 for American Superconductor signals negative return per unit of systematic risk. American Superconductor 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 |
| = | -1.26 | |
| ER[a] | = | Expected return on investing in American Superconductor |
| BETA | = | Beta coefficient between American Superconductor and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages -0.04 for Treynor Ratio, with American Superconductor at -1.2622 falling below that level. Readings span -6.992 (Sumitomo Heavy Industries) to 9.91 (THK Co). American Superconductor has earned less 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 American Superconductor 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 American Superconductor to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for American Superconductor is -1.26. The Treynor Ratio for American Superconductor 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. American Superconductor 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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