Microvast Holdings Treynor Ratio
| MVST Stock | | | USD 1.89 -0.08 -4.06% |
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 Microvast Holdings's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at
-0.26, Microvast Holdings shows negative return per unit of systematic risk. Microvast Holdings 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 |
| = | -0.26 | |
| ER[a] | = | Expected return on investing in Microvast Holdings |
| BETA | = | Beta coefficient between Microvast Holdings and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Microvast Holdings's Treynor Ratio is above the group average of -2.96. Peer readings range from -29.1787 (Pitney Bowes) to 3.58 (HNI Corp), reflecting tight clustering across the sector. Microvast Holdings 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 Microvast Holdings 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 Microvast Holdings to PeersMethodology, Assumptions & Data Sources
Microvast Holdings' Treynor Ratio currently stands at -0.26. This Treynor Ratio reading for Microvast Holdings results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Microvast Holdings operates in the consumer cyclical sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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