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Treynor Square Ratio Calculator



Treynor Square Ratio Calculator



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Treynor Square Ratio Calculator helps calculating the Treynor Square Ratio.



What is Treynor Square Ratio?

The Treynor Square ratio is the difference between expected return of market portfolio, and the expected return of portfolio with the same beta (1) as the market portfolio.

The portfolio with the same beta includes the risky portfolio (P) and the risk free rate, with the following proportion:


βM
βp
=
1
βp



The Formula of Treynor Square Ratio

Treynor Square ratio =
E(rM*) - E(rM)
βp

where:

E(rM*) is an expected return of portfolio with the same risk as the market portfolio

E(rM) is an expected return of Market portfolio



Interperating Treynor Square Ratio

A high treynor Square ratio means that the investment is better.





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Life is full of computational problems. Most of them can be solved simply. The ICalc calculator site includes hundreds of calculators that will help you solve a wide range of problems in many areas, such as health, economics, math, finance, and more.
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