| DIO Stock | | | EUR 581.00 0.50 0.09% |
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Christian Dior SE has current Treynor Ratio of 0.1112. 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] - RFRBETA |
| = | 0.1112 | |
| ER[a] | = | Expected return on investing in Christian Dior |
| BETA | = | Beta coefficient between Christian Dior and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Christian Dior Treynor Ratio Peers Comparison
Christian Treynor Ratio Relative To Other Indicators
Christian Dior SE is rated
below average in treynor ratio category among its peers. It is rated
below average in downside variance category among its peers reporting about
33.17 of Downside Variance per Treynor Ratio. The ratio of Downside Variance to Treynor Ratio for Christian Dior SE is roughly
33.17 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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