Foghorn Therapeutics Treynor Ratio
| FHTX Stock | | | USD 4.44 0.24 5.71% |
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 Foghorn Therapeutics's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-0.13, Foghorn Therapeutics exhibits negative return per unit of systematic risk in Treynor Ratio. Foghorn Therapeutics 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 |
| = | -0.13 | |
| ER[a] | = | Expected return on investing in Foghorn Therapeutics |
| BETA | = | Beta coefficient between Foghorn Therapeutics and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Foghorn Therapeutics falls below the 0.1 peer average for Treynor Ratio. Pyxis Oncology leads at 0.5124 while Vanda Pharmaceuticals registers the lowest at -0.2045. Foghorn Therapeutics 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 Foghorn Therapeutics 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 Foghorn Therapeutics to PeersMethodology, Assumptions & Data Sources
Foghorn Therapeutics has a current Treynor Ratio reading of -0.13. The Treynor Ratio for Foghorn Therapeutics 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. Foghorn Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators