Jensen's Alpha in Investment Formulas

Jensen’s Alpha is used to measure the risk-adjusted performance of a security or portfolio in relation to the expected market return. And is denoted by α.

Formulas to find Jensen's Alpha in Investment

fxJensen's AlphaGo

List of variables in Investment formulas

fx Annual Return on Investment Go

fx Risk Free Interest Rate Go

fx Beta of the Portfolio Go

fx Annual return of the market benchmark Go

FAQ

What is the Jensen's Alpha?

Jensen’s Alpha is used to measure the risk-adjusted performance of a security or portfolio in relation to the expected market return.

Can the Jensen's Alpha be negative?

{YesorNo}, the Jensen's Alpha, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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