Mainstreet Equity Treynor Ratio
| MEQ Stock | | | CAD 178.79 2.31 1.31% |
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 Mainstreet Equity's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Mainstreet Equity registers a Treynor Ratio of 0.0628, reflecting positive return per unit of systematic risk. Mainstreet Equity has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0628 | |
| ER[a] | = | Expected return on investing in Mainstreet Equity |
| BETA | = | Beta coefficient between Mainstreet Equity and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Mainstreet Equity's Treynor Ratio is above the group average of -0.03. Peer readings range from -1.0195 (Allied Properties Real) to 1.57 (Parkit Enterprise), reflecting tight clustering across the sector. Mainstreet Equity 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 Mainstreet Equity 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.
Mainstreet Equity shows nearly
78.73 of Maximum Drawdown per unit of Treynor Ratio (
0.06 versus
4.94 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Mainstreet Equity.
Methodology, Assumptions & Data Sources
Mainstreet Equity has a current Treynor Ratio reading of 0.0628. The Treynor Ratio for Mainstreet Equity applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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