Finning International Treynor Ratio
Current Treynor Ratio Value
Finning International has a Treynor Ratio of 0.1806, indicating positive return per unit of systematic risk. Finning International has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1806 | |
| ER[a] | = | Expected return on investing in Finning International |
| BETA | = | Beta coefficient between Finning International and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.38 for Treynor Ratio, with Finning International at 0.1806 falling below that level. Readings span -3.1686 (Hitachi Construction Machinery) to 4.96 (Ebara). Finning International 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 Finning International 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.
Finning International records a Treynor Ratio of
0.18 and a Maximum Drawdown of
13.62 , yielding roughly
75.39 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Finning International.
Methodology, Assumptions & Data Sources
Finning International's Treynor Ratio currently stands at 0.1806. Finning International's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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