BIGSTAR ENTERTAINMENT Treynor Ratio

BIGSTAR ENTERTAINMENT treynor-ratio technical analysis lookup allows you to check this and other technical indicators for BIGSTAR ENTERTAINMENT INC or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
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BIGSTAR ENTERTAINMENT INC has current Treynor Ratio of 0.0. 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 
 = 
0.0
ER[a] = Expected return on investing in BIGSTAR ENTERTAINMENT
BETA = Beta coefficient between BIGSTAR ENTERTAINMENT and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

BIGSTAR ENTERTAINMENT Treynor Ratio Peers Comparison

BIGSTAR Treynor Ratio Relative To Other Indicators

BIGSTAR ENTERTAINMENT INC is rated below average in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
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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