Ennis Treynor Ratio
| EBF Stock | | | USD 20.35 -0.20 -0.97% |
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 Ennis's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 0.0399 places Ennis at positive return per unit of systematic risk. Ennis has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0399 | |
| ER[a] | = | Expected return on investing in Ennis |
| BETA | = | Beta coefficient between Ennis and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Ennis's Treynor Ratio is below the group average of 0.5. Peer readings range from -0.5946 (Byrna Technologies) to 4.42 (Kforce Inc), reflecting wide dispersion across the sector. Ennis 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 Ennis 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.
Ennis records a Treynor Ratio of
0.04 and a Maximum Drawdown of
12.13 , yielding roughly
303.99 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Ennis.
Methodology, Assumptions & Data Sources
Ennis' Treynor Ratio currently stands at 0.0399. This Treynor Ratio reading for Ennis results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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