Cocrystal Pharma Treynor Ratio
| COCP Stock | | | USD 1.31 -0.07 -5.07% |
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 Cocrystal Pharma's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Cocrystal Pharma carries a Treynor Ratio of 0.3473, consistent with positive return per unit of systematic risk. Cocrystal Pharma has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.3473 | |
| ER[a] | = | Expected return on investing in Cocrystal Pharma |
| BETA | = | Beta coefficient between Cocrystal Pharma and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Cocrystal Pharma's Treynor Ratio of 0.3473 is above the -0.14 group average. The range runs from -0.6365 (Dogwood Therapeutics) to 1.24 (Sensei Biotherapeutics). Cocrystal Pharma 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 Cocrystal Pharma 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.
Cocrystal Pharma's Treynor Ratio reads
0.35 while Maximum Drawdown reads
60.63 , a
174.57 ratio between the two. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Cocrystal Pharma.
Methodology, Assumptions & Data Sources
Cocrystal Pharma's Treynor Ratio currently stands at 0.3473. The Treynor Ratio for Cocrystal Pharma is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Cocrystal Pharma 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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