KPI of the Day – Investment: # Treynor ratio

Definition
Measures a portfolio’s return earned in excess of what would be earned on a risk-free investment.
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Measures a portfolio’s return earned in excess of what would be earned on a risk-free investment.
Measures the performance of a stock portfolio relative to its risk.
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Compares the trading volume of put options to the trading volume of call options.
Measures the risk-adjusted return of a security or fund’s performance, without penalizing it for upward price changes.