MicroCloud Hologram Treynor Ratio
| HOLO Stock | | | USD 1.74 -0.02 -1.14% |
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 MicroCloud Hologram's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
MicroCloud Hologram has a Treynor Ratio of
-0.08, indicating negative return per unit of systematic risk. MicroCloud Hologram 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 |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in MicroCloud Hologram |
| BETA | = | Beta coefficient between MicroCloud Hologram and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
MicroCloud Hologram's Treynor Ratio of -0.0833 falls above the -0.53 peer average. Values range from -7.5277 (Franklin Wireless Corp) to 2.26 (Hitek Global Ordinary), with tight clustering across the group. MicroCloud Hologram 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 MicroCloud Hologram 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 MicroCloud Hologram to PeersMethodology, Assumptions & Data Sources
MicroCloud Hologram's Treynor Ratio currently stands at -0.08. MicroCloud Hologram'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. 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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