Monsenso Treynor Ratio
| MONSO Stock | | | DKK 0.19 0.03 18.75% |
This reference presents Treynor Ratio data for Monsenso AS, including the current value, historical trend, and peer comparisons. Additional technical screening by Treynor Ratio and related measures is available via
Equity Screeners. Supplemental context on Monsenso is available through
Monsenso Volatility and
Monsenso Price History.
Current Treynor Ratio Value
Monsenso registers a Treynor Ratio of 0.5125, reflecting strong return per unit of systematic risk. Monsenso has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.5125 | |
| ER[a] | = | Expected return on investing in Monsenso |
| BETA | = | Beta coefficient between Monsenso and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Monsenso's Treynor Ratio of 0.5125 is above the 0.01 group average. The range runs from -0.9576 (cBrain AS) to 0.5056 (Teladoc). Monsenso 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 Monsenso 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.
With Treynor Ratio at
0.51 and Maximum Drawdown at
55.84 , Monsenso shows a
108.96 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Monsenso.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Monsenso is 0.5125. The Treynor Ratio for Monsenso is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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