SPX Corp Treynor Ratio
| SPXC Stock | | | USD 212.79 0.05 0.02% |
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 SPX Corp's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
SPX Corp registers a Treynor Ratio of
-0.0045, reflecting negative return per unit of systematic risk. SPX Corp 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 |
| = | -0.0045 | |
| ER[a] | = | Expected return on investing in SPX Corp |
| BETA | = | Beta coefficient between SPX Corp and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, SPX Corp's Treynor Ratio of -0.0045 is above the -0.06 group average. The range runs from -0.3793 (Parsons Corp) to 0.5126 (Generac Holdings). SPX Corp 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 SPX Corp 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 SPX Corp to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for SPX Corp is -0.0045. The Treynor Ratio for SPX Corp applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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