Oracle Treynor Ratio

ORCL
 Stock
  

USD 80.07  1.29  1.64%   

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Oracle has current Treynor Ratio of 0.1348. 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 
 = 
0.1348
ER[a] = Expected return on investing in Oracle
BETA = Beta coefficient between Oracle and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Oracle Treynor Ratio Peers Comparison

Oracle Treynor Ratio Relative To Other Indicators

Oracle is rated below average in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  71.85  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Oracle is roughly  71.85 
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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