Federal Realty Treynor Ratio
| FRT Stock | | | USD 115.29 0.82 0.72% |
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 Federal Realty's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Federal Realty has a Treynor Ratio of 0.4015, indicating positive return per unit of systematic risk. Federal Realty has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.4015 | |
| ER[a] | = | Expected return on investing in Federal Realty |
| BETA | = | Beta coefficient between Federal Realty and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Federal Realty's Treynor Ratio of 0.4015 falls above the -1.37 peer average. Values range from -21.2829 (Getty Realty) to 7.21 (Regency Centers), with tight clustering across the group. Federal Realty 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 Federal Realty 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.
Comparing Treynor Ratio (
0.40 ) to Maximum Drawdown (
4.74 ) for Federal Realty yields a
11.80 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Federal Realty.
Methodology, Assumptions & Data Sources
Federal Realty's Treynor Ratio currently stands at 0.4015. The Treynor Ratio for Federal Realty applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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