Banestes Treynor Ratio
| BEES4 Preferred Stock | | | BRL 9.22 -0.01 -0.11% |
Treynor Ratio for Banestes SA is tracked, covering the current reading, formula details, and peer comparison data. The reading is most informative when compared against the instrument's own historical range.
Banestes Volatility and
Banestes Price History offer additional context on Banestes.
Current Treynor Ratio Value
The current Treynor Ratio of 0.6425 places Banestes at strong return per unit of systematic risk. Banestes has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.6425 | |
| ER[a] | = | Expected return on investing in Banestes |
| BETA | = | Beta coefficient between Banestes and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Banestes's Treynor Ratio is above the group average of -0.09. Peer readings range from -8.5108 (BRB Banco) to 11.28 (Banco Mercantil do), reflecting tight clustering across the sector. Banestes 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 Banestes 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.
Comparing Treynor Ratio (
0.64 ) to Maximum Drawdown (
5.27 ) for Banestes yields a
8.20 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Banestes.
Methodology, Assumptions & Data Sources
Banestes has a current Treynor Ratio reading of 0.6425. The Treynor Ratio for Banestes 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. 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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