| BLFS Stock | | | USD 27.16 0.10 0.37% |
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BioLife Solutions has current Treynor Ratio of 0.0781. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0781 | |
| ER[a] | = | Expected return on investing in BioLife Solutions |
| BETA | = | Beta coefficient between BioLife Solutions and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BioLife Solutions Treynor Ratio Peers Comparison
BioLife Treynor Ratio Relative To Other Indicators
BioLife Solutions is rated
below average in treynor ratio category among its peers. It is currently under evaluation in semi variance category among its peers fabricating about
189.74 of Semi Variance per Treynor Ratio. The ratio of Semi Variance to Treynor Ratio for BioLife Solutions is roughly
189.74 This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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