Grupo Financiero Treynor Ratio
| GGAL Stock | | | USD 43.44 2.77 6.81% |
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 Grupo Financiero's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Grupo Financiero carries a Treynor Ratio of
-0.15, consistent with negative return per unit of systematic risk. Grupo Financiero 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 |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in Grupo Financiero |
| BETA | = | Beta coefficient between Grupo Financiero and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Grupo Financiero's Treynor Ratio of -0.1492 is above the -0.27 group average. The range runs from -1.9712 (Webster Financial) to 0.0385 (Wintrust Financial). Grupo Financiero 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 Grupo Financiero 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 Grupo Financiero to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Grupo Financiero is -0.15. The Treynor Ratio for Grupo Financiero is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Grupo Financiero 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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