2 tools
Calculates systematic risk-adjusted returns using the Treynor Ratio formula, comparing actual returns to expected returns based on CAPM and Jensen's alpha for cross-reference. Helps users in finance and investment evaluate the performance of an asset or portfolio by measuring its return relative to its beta (systematic risk). Ideal for investors looking to assess how well a particular investment compensates them for taking on additional risk.
Calculates stock beta using returns data or simplified inputs, offering asset class comparison and integration with the Capital Asset Pricing Model (CAPM). Helps users assess risk relative to market performance by providing a quantitative measure of volatility. Ideal for investors, financial analysts, and portfolio managers who need to evaluate and manage investment risk effectively.
