LOBO EV Treynor Ratio
| LOBO Stock | | | 0.65 -0.01 -1.52% |
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 LOBO EV's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at 0.7691, LOBO EV shows strong return per unit of systematic risk. LOBO EV has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.7691 | |
| ER[a] | = | Expected return on investing in LOBO EV |
| BETA | = | Beta coefficient between LOBO EV and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, LOBO EV's Treynor Ratio is above the group average of -0.11. Peer readings range from -1.1643 (Fly E Group Common) to 1.25 (DSS Inc), reflecting tight clustering across the sector. LOBO EV 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 LOBO EV 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.
LOBO EV shows nearly
44.33 of Maximum Drawdown per unit of Treynor Ratio (
0.77 versus
34.10 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for LOBO EV.
Methodology, Assumptions & Data Sources
LOBO EV's Treynor Ratio currently stands at 0.7691. This Treynor Ratio reading for LOBO EV 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. LOBO EV operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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