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 an

Stocks Prices (Adjusted Close) % Returns

Date BP FTSE BP FTSE
1/3/2011 43.9 6013.9
1/4/2011 44.98 6043.9 0.024601 0.004988
1/5/2011 45.21 6019.5 0.005113 -0.004037
1/6/2011 44.95 5984.3 -0.005751 -0.005848
1/7/2011 44.8 5956.3 -0.003337 -0.004679
1/10/2011 44.76 6014 -0.000893 0.009687
0.
1/11/2011 45.53 6050.7 0.017203 0.006102
1/12/2011 46.37 6023.9 0.018449 -0.004429 0.
1/13/2011 46.22 6002.1 -0.003235 -0.003619
1/14/2011 47.89 5985.7 0.036132 -0.002732 0.
1/18/2011 47.87 6056.4 -0.000418 0.011811
0.
1/19/2011 46.87 5976.7 -0.02089 -0.01316
1/20/2011 46.25 5867.9 -0.013228 -0.018204 f(x) = 0.29
-6.93889390390723E-0
1/21/2011 46.29 5896.3 0.000865 0.00484 -0.02-6.93889
1/24/2011 46.75 5943.9 0.009937 0.008073 -0.03 -0.
-0.01
1/25/2011 45.9 5917.7 -0.018182 -0.004408
-0.
1/26/2011 45.47 5969.2 -0.009368 0.008703
1/27/2011 45.39 5965.1 -0.001759 -0.000687 -0.
1/28/2011 44.93 5881.4 -0.010134 -0.014032
1/31/2011 46.16 5862.9 0.027376 -0.003146 -0.
2/1/2011 46.65 5957.8 0.010615 0.016187
2/2/2011 45.83 6000.1 -0.017578 0.0071
2/3/2011 45.29 5983.3 -0.011783 -0.0028
2/4/2011 44.76 5997.4 -0.011702 0.002357
2/7/2011 45.25 6051 0.010947 0.008937
2/8/2011 45.49 6091.3 0.005304 0.00666
2/9/2011 44.96 6052.3 -0.011651 -0.006403
2/10/2011 45.06 6020 0.002224 -0.005337
2/11/2011 44.94 6062.9 -0.002663 0.007126
2/14/2011 45.81 6060.1 0.019359 -0.000462
2/15/2011 46.16 6037.1 0.00764 -0.003795
2/16/2011 46.41 6085.3 0.005416 0.007984
2/17/2011 47.19 6087.4 0.016807 0.000345
2/18/2011 47.03 6083 -0.003391 -0.000723
2/22/2011 46.14 6014.8 -0.018924 -0.011212
2/23/2011 46.68 5996.8 0.011704 -0.002993
2/24/2011 46.49 5923.5 -0.00407 -0.012223
2/25/2011 47.19 5920 0.015057 -0.000591
2/28/2011 47.55 6001.2 0.007629 0.013716
3/1/2011 46.7 5994 -0.017876 -0.0012
3/2/2011 46.84 5935.8 0.002998 -0.00971
3/3/2011 47.3 5914.9 0.009821 -0.003521
3/4/2011 47.64 6005.1 0.007188 0.01525
3/7/2011 47.24 5990.4 -0.008396 -0.002448
3/8/2011 46.91 5973.8 -0.006986 -0.002771
3/9/2011 46.51 5974.8 -0.008527 0.000167
3/10/2011 44.8 5937.3 -0.036766 -0.006276
3/11/2011 44.89 5845.3 0.002009 -0.015495
3/14/2011 44.22 5828.7 -0.014925 -0.00284
3/15/2011 42.94 5775.2 -0.028946 -0.009179
3/16/2011 42.43 5695.3 -0.011877 -0.013835
3/17/2011 43.84 5598.2 0.033231 -0.017049
3/18/2011 44.26 5696.1 0.00958 0.017488
3/21/2011 44.94 5718.1 0.015364 0.003862
3/22/2011 44.88 5786.1 -0.001335 0.011892
3/23/2011 45.36 5762.7 0.010695 -0.004044
3/24/2011 45.93 5795.9 0.012566 0.005761
3/25/2011 45.99 5880.9 0.001306 0.014666
3/28/2011 45.17 5900.8 -0.01783 0.003384
3/29/2011 43.93 5904.5 -0.027452 0.000627
3/30/2011 43.74 5932.2 -0.004325 0.004691
3/31/2011 43.31 5948.3 -0.009831 0.002714
4/1/2011 44.8 5908.8 0.034403 -0.006641
4/4/2011 45.02 6009.9 0.004911 0.01711
4/5/2011 45.85 6017 0.018436 0.001181
4/6/2011 45.98 6007.1 0.002835 -0.001645
4/7/2011 46.06 6041.1 0.00174 0.00566
4/8/2011 45.86 6007.4 -0.004342 -0.005578
4/11/2011 45.79 6055.8 -0.001526 0.008057
4/12/2011 44.44 6053.4 -0.029482 -0.000396
4/13/2011 44.54 5964.5 0.00225 -0.014686
4/14/2011 44.68 6010.4 0.003143 0.007696
4/15/2011 44.11 5963.8 -0.012757 -0.007753
4/18/2011 43.63 5996 -0.010882 0.005399
4/19/2011 43.84 5870.1 0.004813 -0.020997
4/20/2011 45.04 5896.9 0.027372 0.004566
4/21/2011 45.16 6022.3 0.002664 0.021265
4/25/2011 45.11 6018.3 -0.001107 -0.000664
4/26/2011 45.45 6069.4 0.007537 0.008491
4/27/2011 45.65 6068.2 0.0044 -0.000198
4/28/2011 45.41 6069.9 -0.005257 0.00028
4/29/2011 45.27 6082.9 -0.003083 0.002142
5/2/2011 45.05 5984.1 -0.00486 -0.016242
 5/3/2011 43.95 5920 -0.024417 -0.010712
5/4/2011 43.54 5976.8 -0.009329 0.009595
5/5/2011 42.66 5942.7 -0.020211 -0.005705
5/6/2011 43.44 6018.9 0.018284 0.012822
5/9/2011 44.02 5976 0.013352 -0.007128
5/10/2011 44.13 5945 0.002499 -0.005187
5/11/2011 43.54 5925.9 -0.01337 -0.003213
5/12/2011 43.16 5923.7 -0.008728 -0.000371
5/13/2011 42.52 5861 -0.014829 -0.010585
5/16/2011 42.05 5923.5 -0.011054 0.010664
5/17/2011 42.39 5956 0.008086 0.005487
5/18/2011 42.85 5948.5 0.010852 -0.001259
5/19/2011 43.47 5835.9 0.014469 -0.018929
5/20/2011 44.57 5858.4 0.025305 0.003855
5/23/2011 43.61 5870.1 -0.021539 0.001997
5/24/2011 43.94 5881 0.007567 0.001857
5/25/2011 44.28 5938.9 0.007738 0.009845
5/26/2011 44.94 5990 0.014905 0.008604
5/27/2011 45.1 5928.6 0.00356 -0.01025
h Excel
but can be adapted to any other stock and benchmark

Beta 0.29011959
Mean Return 0.00037086
Risk Free Rate 0.00019518
Treynor Ratio 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
-0.03 -0.01
-0.01 0.01 Market Return
0.03

-0.02

-0.03

-0.04