Calculate The Treynor Ratio with Excel

http://investexcel.net
This spreadsheet calculates the Treynor Ratio of BP with respect to the FTSE, but can be adapted to
Stocks Prices (Adjusted Close)
Date
BP
FTSE
1/3/2011
43.9
6013.9
1/4/2011
44.98
6043.9
1/5/2011
45.21
6019.5
1/6/2011
44.95
5984.3
1/7/2011
44.8
5956.3
1/10/2011
44.76
6014
1/11/2011
45.53
6050.7
1/12/2011
46.37
6023.9
1/13/2011
46.22
6002.1
1/14/2011
47.89
5985.7
1/18/2011
47.87
6056.4
1/19/2011
46.87
5976.7
1/20/2011
46.25
5867.9
1/21/2011
46.29
5896.3
1/24/2011
46.75
5943.9
1/25/2011
45.9
5917.7
1/26/2011
45.47
5969.2
1/27/2011
45.39
5965.1
1/28/2011
44.93
5881.4
1/31/2011
46.16
5862.9
2/1/2011
46.65
5957.8
2/2/2011
45.83
6000.1
2/3/2011
45.29
5983.3
2/4/2011
44.76
5997.4
2/7/2011
45.25
6051
2/8/2011
45.49
6091.3
2/9/2011
44.96
6052.3
2/10/2011
45.06
6020
2/11/2011
44.94
6062.9
2/14/2011
45.81
6060.1
2/15/2011
46.16
6037.1
2/16/2011
46.41
6085.3
2/17/2011
47.19
6087.4
2/18/2011
47.03
6083
2/22/2011
46.14
6014.8
2/23/2011
46.68
5996.8
2/24/2011
46.49
5923.5
2/25/2011
47.19
5920
2/28/2011
47.55
6001.2
3/1/2011
46.7
5994
3/2/2011
46.84
5935.8

% Returns
BP

FTSE

0.024601
0.005113
-0.005751
-0.003337
-0.000893
0.017203
0.018449
-0.003235
0.036132
-0.000418
-0.02089
-0.013228
0.000865
0.009937
-0.018182
-0.009368
-0.001759
-0.010134
0.027376
0.010615
-0.017578
-0.011783
-0.011702
0.010947
0.005304
-0.011651
0.002224
-0.002663
0.019359
0.00764
0.005416
0.016807
-0.003391
-0.018924
0.011704
-0.00407
0.015057
0.007629
-0.017876
0.002998

0.004988
-0.004037
-0.005848
-0.004679
0.009687
0.006102
-0.004429
-0.003619
-0.002732
0.011811
-0.01316
-0.018204
0.00484
0.008073
-0.004408
0.008703
-0.000687
-0.014032
-0.003146
0.016187
0.0071
-0.0028
0.002357
0.008937
0.00666
-0.006403
-0.005337
0.007126
-0.000462
-0.003795
0.007984
0.000345
-0.000723
-0.011212
-0.002993
-0.012223
-0.000591
0.013716
-0.0012
-0.00971

f(x) = 0
-6.93889390390723
-0.02-6.93
-0.03
-0.

3/3/2011
3/4/2011
3/7/2011
3/8/2011
3/9/2011
3/10/2011
3/11/2011
3/14/2011
3/15/2011
3/16/2011
3/17/2011
3/18/2011
3/21/2011
3/22/2011
3/23/2011
3/24/2011
3/25/2011
3/28/2011
3/29/2011
3/30/2011
3/31/2011
4/1/2011
4/4/2011
4/5/2011
4/6/2011
4/7/2011
4/8/2011
4/11/2011
4/12/2011
4/13/2011
4/14/2011
4/15/2011
4/18/2011
4/19/2011
4/20/2011
4/21/2011
4/25/2011
4/26/2011
4/27/2011
4/28/2011
4/29/2011
5/2/2011
5/3/2011
5/4/2011
5/5/2011
5/6/2011
5/9/2011
5/10/2011

47.3
47.64
47.24
46.91
46.51
44.8
44.89
44.22
42.94
42.43
43.84
44.26
44.94
44.88
45.36
45.93
45.99
45.17
43.93
43.74
43.31
44.8
45.02
45.85
45.98
46.06
45.86
45.79
44.44
44.54
44.68
44.11
43.63
43.84
45.04
45.16
45.11
45.45
45.65
45.41
45.27
45.05
43.95
43.54
42.66
43.44
44.02
44.13

5914.9
6005.1
5990.4
5973.8
5974.8
5937.3
5845.3
5828.7
5775.2
5695.3
5598.2
5696.1
5718.1
5786.1
5762.7
5795.9
5880.9
5900.8
5904.5
5932.2
5948.3
5908.8
6009.9
6017
6007.1
6041.1
6007.4
6055.8
6053.4
5964.5
6010.4
5963.8
5996
5870.1
5896.9
6022.3
6018.3
6069.4
6068.2
6069.9
6082.9
5984.1
5920
5976.8
5942.7
6018.9
5976
5945

0.009821
0.007188
-0.008396
-0.006986
-0.008527
-0.036766
0.002009
-0.014925
-0.028946
-0.011877
0.033231
0.00958
0.015364
-0.001335
0.010695
0.012566
0.001306
-0.01783
-0.027452
-0.004325
-0.009831
0.034403
0.004911
0.018436
0.002835
0.00174
-0.004342
-0.001526
-0.029482
0.00225
0.003143
-0.012757
-0.010882
0.004813
0.027372
0.002664
-0.001107
0.007537
0.0044
-0.005257
-0.003083
-0.00486
-0.024417
-0.009329
-0.020211
0.018284
0.013352
0.002499

-0.003521
0.01525
-0.002448
-0.002771
0.000167
-0.006276
-0.015495
-0.00284
-0.009179
-0.013835
-0.017049
0.017488
0.003862
0.011892
-0.004044
0.005761
0.014666
0.003384
0.000627
0.004691
0.002714
-0.006641
0.01711
0.001181
-0.001645
0.00566
-0.005578
0.008057
-0.000396
-0.014686
0.007696
-0.007753
0.005399
-0.020997
0.004566
0.021265
-0.000664
0.008491
-0.000198
0.00028
0.002142
-0.016242
-0.010712
0.009595
-0.005705
0.012822
-0.007128
-0.005187

5/11/2011
5/12/2011
5/13/2011
5/16/2011
5/17/2011
5/18/2011
5/19/2011
5/20/2011
5/23/2011
5/24/2011
5/25/2011
5/26/2011
5/27/2011

43.54
43.16
42.52
42.05
42.39
42.85
43.47
44.57
43.61
43.94
44.28
44.94
45.1

5925.9
5923.7
5861
5923.5
5956
5948.5
5835.9
5858.4
5870.1
5881
5938.9
5990
5928.6

-0.01337
-0.008728
-0.014829
-0.011054
0.008086
0.010852
0.014469
0.025305
-0.021539
0.007567
0.007738
0.014905
0.00356

-0.003213
-0.000371
-0.010585
0.010664
0.005487
-0.001259
-0.018929
0.003855
0.001997
0.001857
0.009845
0.008604
-0.01025

h Excel

but can be adapted to any other stock and benchmark

Beta
Mean Return
Risk Free Rate
Treynor Ratio

0.29011959
0.00037086
0.00019518
0.00060554

0.04 Stock Return

0.03
0.02
0.01
f(x) = 0.2901195946x + 0.0004005435
-6.93889390390723E-018
-0.02-6.93889390390723E-018 0.02
-0.01
-0.03
-0.01
0.01 Market Return
0.03
-0.02
-0.03
-0.04