LKQ Treynor Ratio
| LKQ Stock | | | USD 31.37 -0.02 -0.06% |
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 LKQ's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of
-0.13 for LKQ signals negative return per unit of systematic risk. LKQ 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 |
| = | -0.13 | |
| ER[a] | = | Expected return on investing in LKQ |
| BETA | = | Beta coefficient between LKQ and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages -0.15 for Treynor Ratio, with LKQ at -0.1343 falling above that level. Readings span -1.4029 (Monro Muffler Brake) to 0.2708 (Dana Inc). LKQ 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 LKQ 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 LKQ to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for LKQ is -0.13. This Treynor Ratio reading for LKQ results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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