PrimeEnergy Treynor Ratio
| PNRG Stock | | | USD 228.00 -2.80 -1.21% |
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 PrimeEnergy's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
PrimeEnergy's Treynor Ratio of
-0.54 reflects negative return per unit of systematic risk. PrimeEnergy 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 |
| = | -0.54 | |
| ER[a] | = | Expected return on investing in PrimeEnergy |
| BETA | = | Beta coefficient between PrimeEnergy and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
PrimeEnergy's Treynor Ratio of -0.5351 falls below the 1.07 peer average. Values range from -1.6114 (Kolibri Global Energy) to 7.93 (Imperial Petroleum), with wide dispersion across the group. PrimeEnergy has earned less 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 PrimeEnergy 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 PrimeEnergy to PeersMethodology, Assumptions & Data Sources
PrimeEnergy has a current Treynor Ratio reading of -0.54. PrimeEnergy's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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