BOS Better Treynor Ratio
| BOSC Stock | | | USD 4.55 -0.08 -1.73% |
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 BOS Better's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 1.87 places BOS Better at strong return per unit of systematic risk. BOS Better has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 1.87 | |
| ER[a] | = | Expected return on investing in BOS Better |
| BETA | = | Beta coefficient between BOS Better and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, BOS Better's Treynor Ratio is above the group average of -0.23. Peer readings range from -4.3579 (BeLive Holdings Ordinary) to 1.46 (Viewbix Common Stock), reflecting tight clustering across the sector. BOS Better 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 BOS Better 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.
With Treynor Ratio at
1.87 and Maximum Drawdown at
16.08 , BOS Better shows a
8.60 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for BOS Better.
Methodology, Assumptions & Data Sources
BOS Better has a current Treynor Ratio reading of 1.87. The Treynor Ratio for BOS Better applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. BOS Better operates in the information technology 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.
Other Technical Indicators