EBR Old Treynor Ratio
| EBRDelisted Delisted Stock | | | USD 9.61 -0.10 -1.03% |
Below is the Treynor Ratio reference for EBR Old, presenting the latest reading alongside historical and comparative data.
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EBR Old Price History provides supplemental context on EBR Old.
Current Treynor Ratio Value
At
-0.33, EBR Old's Treynor Ratio indicates negative return per unit of systematic risk. EBR Old 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 |
| = | -0.33 | |
| ER[a] | = | Expected return on investing in EBR Old |
| BETA | = | Beta coefficient between EBR Old and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 2.42 for Treynor Ratio, with EBR Old at -0.3296 falling below that level. Readings span -0.4751 (Southern Company) to 12.44 (DTE Energy). EBR Old 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 EBR Old 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.
Methodology, Assumptions & Data Sources
EBR Old has a current Treynor Ratio reading of -0.33. Treynor Ratio for EBR Old is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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