SSR Mining Treynor Ratio
| SSRM Stock | | | USD 30.55 0.70 2.35% |
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 SSR Mining's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The current Treynor Ratio of 0.1969 places SSR Mining at positive return per unit of systematic risk. SSR Mining has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.1969 | |
| ER[a] | = | Expected return on investing in SSR Mining |
| BETA | = | Beta coefficient between SSR Mining and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, SSR Mining's Treynor Ratio is above the group average of -0.16. Peer readings range from -2.1569 (Sandstorm Gold) to 0.0889 (Centerra Gold), reflecting tight clustering across the sector. SSR Mining 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 SSR Mining 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.
SSR Mining shows nearly
138.13 of Maximum Drawdown per unit of Treynor Ratio (
0.20 versus
27.20 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for SSR Mining.
Methodology, Assumptions & Data Sources
SSR Mining has a current Treynor Ratio reading of 0.1969. This Treynor Ratio reading for SSR Mining results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. SSR Mining operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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