Farmers National Treynor Ratio
| FMNB Stock | | | USD 14.17 -0.01 -0.07% |
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 Farmers National's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Farmers National's Treynor Ratio of 0.169 reflects positive return per unit of systematic risk. Farmers National has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.169 | |
| ER[a] | = | Expected return on investing in Farmers National |
| BETA | = | Beta coefficient between Farmers National and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Farmers National's Treynor Ratio of 0.169 falls above the 0.02 peer average. Values range from -0.1663 (Third Coast Bancshares) to 0.2606 (Midland States Bancorp), with wide dispersion across the group. Farmers National has earned more 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 Farmers National 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.
Farmers National's Maximum Drawdown of
6.06 runs about
35.85 times its Treynor Ratio of
0.17 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Farmers National.
Methodology, Assumptions & Data Sources
Farmers National has a current Treynor Ratio reading of 0.169. Farmers National'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Farmers National operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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