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25 maj 2024 · Calculating Jensen's alpha requires 5 steps: Determine your portfolio's return. For our example, portfolio return is ($1,200,000 - $1,000,000) / $1,000,000 = 20%. Determine the risk-free rate.
Jensen's Alpha Calculator: Determine the abnormal return of securities using Jensen's alpha. Assess your investment portfolio. $$\alpha_{J}=r_{i}-\left [ r_{f}+\beta_{iM} \times (r_{M}-r_{f})\right ]$$
1 lip 2024 · Jensen's alpha is a measure used in finance to evaluate the performance of an investment portfolio relative to a benchmark index. It calculates the excess return generated by the...
Jensen’s alpha calculator. In order to use our Jensen’s alpha calculator, you need to enter the asset’s return, its beta, and the market return. Note that the calculator works with both expected returns and historical returns over a single period.
Jensen's alpha (α) = Rp - (Rf + β (Rm - Rf) ) Where, R p = Returns of the Portfolio. R f = Risk-free rate. β = Stock's beta. R m = Market return. Use our online calculator to determines the jensen's alpha percentage.
Measure investment performance with Jensen's alpha Calculator - a powerful tool for assessing risk-adjusted returns. Analyze your portfolio's performance with ease!
6 cze 2013 · Calculate the portfolio Beta, and then the Alpha. Download Excel Spreadsheet to Calculate Jensen’s Alpha with Excel.
