Leju Holdings Treynor Ratio

LEJUDelisted Stock  USD 2.07  0.17  7.59%   
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Leju Holdings Limited has current Treynor Ratio of 10.19. 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

 = 
10.19
ER[a] = Expected return on investing in Leju Holdings
BETA = Beta coefficient between Leju Holdings and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Leju Holdings Treynor Ratio Peers Comparison

Leju Treynor Ratio Relative To Other Indicators

Leju Holdings Limited is currently regarded as number one stock in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  13.37  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Leju Holdings Limited is roughly  13.37 
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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