Tetra Technologies Treynor Ratio
| TTI Stock | | | USD 9.77 -0.09 -0.91% |
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 Tetra Technologies's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Tetra Technologies's Treynor Ratio of
-0.23 reflects negative return per unit of systematic risk. Tetra Technologies 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 |
| = | -0.23 | |
| ER[a] | = | Expected return on investing in Tetra Technologies |
| BETA | = | Beta coefficient between Tetra Technologies and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Tetra Technologies's Treynor Ratio of -0.2262 falls below the -0.04 peer average. Values range from -1.0509 (RPC Inc) to 1.01 (Helix Energy Solutions), with tight clustering across the group. Tetra Technologies 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 Tetra Technologies 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 Tetra Technologies to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Tetra Technologies is -0.23. Tetra Technologies' Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Tetra Technologies operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators