Host Hotels Treynor Ratio
| HST Stock | | | USD 20.90 -0.17 -0.81% |
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 Host Hotels's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.1587 for Host Hotels indicates positive return per unit of systematic risk. Host Hotels has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1587 | |
| ER[a] | = | Expected return on investing in Host Hotels |
| BETA | = | Beta coefficient between Host Hotels and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Host Hotels falls above the -0.12 peer average for Treynor Ratio. Gaming Leisure Properties leads at 0.4129 while Equity Lifestyle Properties registers the lowest at -0.4267. Host Hotels 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 Host Hotels 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 (
0.16 ) to Maximum Drawdown (
6.67 ) for Host Hotels yields a
42.04 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Host Hotels.
Methodology, Assumptions & Data Sources
Host Hotels' Treynor Ratio currently stands at 0.1587. This Treynor Ratio reading for Host Hotels results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Host Hotels operates in the real estate 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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