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Apa itu Rasio Treynor?

Rasio Treynor A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Rasio Treynor” Used in Practice?

Rasio Treynor digunakan untuk menilai berapa banyak return ekstra yang dihasilkan portofolio per satuan risiko pasar, penting untuk portofolio terdiversifikasi.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Apa itu Rasio Treynor?

A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

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