IRSA Inversiones Treynor Ratio
| IRS Stock | | | USD 13.94 -0.76 -5.17% |
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 IRSA Inversiones's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
IRSA Inversiones registers a Treynor Ratio of
-0.14, reflecting negative return per unit of systematic risk. IRSA Inversiones 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 |
| = | -0.14 | |
| ER[a] | = | Expected return on investing in IRSA Inversiones |
| BETA | = | Beta coefficient between IRSA Inversiones and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, IRSA Inversiones's Treynor Ratio of -0.1416 is below the 0.26 group average. The range runs from -0.8486 (Senstar Technologies) to 2.48 (Reitar Logtech Holdings). IRSA Inversiones 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 IRSA Inversiones 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 IRSA Inversiones to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for IRSA Inversiones is -0.14. This Treynor Ratio reading for IRSA Inversiones results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. IRSA Inversiones operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators