Northeast Bancorp Treynor Ratio
| NBN Stock | | | USD 127.99 1.37 1.08% |
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 Northeast Bancorp's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of 0.0745 for Northeast Bancorp signals positive return per unit of systematic risk. Northeast Bancorp has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0745 | |
| ER[a] | = | Expected return on investing in Northeast Bancorp |
| BETA | = | Beta coefficient between Northeast Bancorp and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.0 for Treynor Ratio, with Northeast Bancorp at 0.0745 falling above that level. Readings span -0.12 (Business First Bancshares) to 0.184 (Hanmi Financial). Northeast Bancorp 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 Northeast Bancorp 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.
Northeast Bancorp shows nearly
115.18 of Maximum Drawdown per unit of Treynor Ratio (
0.07 versus
8.58 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Northeast Bancorp.
Methodology, Assumptions & Data Sources
Northeast Bancorp's Treynor Ratio currently stands at 0.0745. This Treynor Ratio reading for Northeast Bancorp 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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