Artelo Biosciences Treynor Ratio
| ARTL Stock | | | USD 2.54 -0.14 -5.22% |
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 Artelo Biosciences's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-0.51, Artelo Biosciences's Treynor Ratio indicates negative return per unit of systematic risk. Artelo Biosciences 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 |
| = | -0.51 | |
| ER[a] | = | Expected return on investing in Artelo Biosciences |
| BETA | = | Beta coefficient between Artelo Biosciences and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 1.72 for Treynor Ratio, with Artelo Biosciences at -0.5087 falling below that level. Readings span -0.6388 (Salarius Pharmaceuticals) to 16.5 (Scisparc). Artelo Biosciences 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 Artelo Biosciences 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 Artelo Biosciences to PeersMethodology, Assumptions & Data Sources
Artelo Biosciences has a current Treynor Ratio reading of -0.51. This Treynor Ratio reading for Artelo Biosciences results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Artelo Biosciences operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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