Masimo Treynor Ratio
| MASI Stock | | | USD 178.50 0.01 0.01% |
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 Masimo's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Masimo registers a Treynor Ratio of 2.53, reflecting strong return per unit of systematic risk. Masimo has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 2.53 | |
| ER[a] | = | Expected return on investing in Masimo |
| BETA | = | Beta coefficient between Masimo and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Masimo's Treynor Ratio of 2.53 is above the -0.13 group average. The range runs from -0.439 (Stevanato Group SpA) to 0.1211 (Abivax SA American). Masimo 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 Masimo 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.
At
2.53 for Treynor Ratio and
34.90 for Maximum Drawdown, Masimo's cross-indicator ratio sits almost
13.79 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Masimo.
Methodology, Assumptions & Data Sources
Masimo has a current Treynor Ratio reading of 2.53. This Treynor Ratio reading for Masimo results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Masimo operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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