Outset Medical Treynor Ratio
| OM Stock | | | USD 4.50 -0.01 -0.22% |
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 Outset Medical's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Outset Medical has a Treynor Ratio of 0.0948, indicating positive return per unit of systematic risk. Outset Medical has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0948 | |
| ER[a] | = | Expected return on investing in Outset Medical |
| BETA | = | Beta coefficient between Outset Medical and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Outset Medical's Treynor Ratio of 0.0948 falls above the -0.27 peer average. Values range from -1.7341 (Owens Minor) to 0.4243 (Inogen Inc), with tight clustering across the group. Outset Medical 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 Outset Medical 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.
Outset Medical shows nearly
207.10 of Maximum Drawdown per unit of Treynor Ratio (
0.09 versus
19.63 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Outset Medical.
Methodology, Assumptions & Data Sources
Outset Medical's Treynor Ratio currently stands at 0.0948. This Treynor Ratio reading for Outset Medical results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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