Haverty Furniture Treynor Ratio
| HVT Stock | | | USD 22.20 0.45 2.07% |
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 Haverty Furniture's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of
-0.23 for Haverty Furniture signals negative return per unit of systematic risk. Haverty Furniture 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 |
| = | -0.23 | |
| ER[a] | = | Expected return on investing in Haverty Furniture |
| BETA | = | Beta coefficient between Haverty Furniture and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages -0.04 for Treynor Ratio, with Haverty Furniture at -0.23 falling below that level. Readings span -0.4106 (WW International Common) to 0.5688 (Honest Company). Haverty Furniture has earned less 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 Haverty Furniture 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 Haverty Furniture to PeersMethodology, Assumptions & Data Sources
Haverty Furniture has a current Treynor Ratio reading of -0.23. The Treynor Ratio for Haverty Furniture is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Haverty Furniture operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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