Alphabet Treynor Ratio

    Alphabet Inc -- USA Stock  

    USD 1,149  13.76  1.21%

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    Alphabet Inc has current Treynor Ratio of 1.25. The Treynor is 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 
    ER[a] =   Expected return on investing in Alphabet
    BETA =   Beta coefficient between Alphabet and the market
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Treynor Ratio Comparison

    Alphabet Inc is rated # 4 in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  4.24  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Alphabet Inc is roughly  4.24 
    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.
    Compare Alphabet to competition
    Alphabet Inc., through its subsidiaries, provides online advertising services in the United States and internationally. Alphabet Inc. was founded in 1998 and is headquartered in Mountain View, California. Alphabet operates under Internet Information Providers classification in USA and traded on NASDAQ exchange. It employs 80110 people. more
    NameAlphabet Inc
    CEOLarry PageView All
    Thematic Classifications
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock View All
    New SymbolGOOGL
    CurrencyUSD - US Dollar