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Babcock Wilcox Treynor Ratio vs. Semi Variance

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BW -- USA Stock  

USD 4.23  0.06  1.40%

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Babcock Wilcox Enterprises I has current Treynor Ratio of 1.06. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].
Treynor Ratio 
 = 
ER[a] - RFR 
BETA 
 = 
1.06
ER[a] =   Expected return on investing in Babcock Wilcox
BETA =   Beta coefficient between Babcock Wilcox and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Treynor Ratio Comparison

Babcock Wilcox Enterprises I is rated second in treynor ratio category among related companies. It is number one stock in semi variance category among related companies fabricating about  8.29  of Semi Variance per Treynor Ratio. The ratio of Semi Variance to Treynor Ratio for Babcock Wilcox Enterprises I is roughly  8.29 
This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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