Daqo New Treynor Ratio
| DQ Stock | | | USD 22.99 -0.07 -0.30% |
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 Daqo New's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of
-0.04 for Daqo New indicates negative return per unit of systematic risk. Daqo New 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 |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Daqo New |
| BETA | = | Beta coefficient between Daqo New and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Daqo New falls below the 0.47 peer average for Treynor Ratio. Applied Opt leads at 2.37 while C3 Ai Inc registers the lowest at -0.2045. Daqo New 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 Daqo New 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 Daqo New to PeersMethodology, Assumptions & Data Sources
Daqo New has a current Treynor Ratio reading of -0.04. Treynor Ratio for Daqo New is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Daqo New operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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