» Jensen's Alpha Calculator


Initial Data


Annual return on investment (ri)
 %
Risk-free interest rate (rf)
 %
Beta of the portfolio (βi)
Annual return of the market benchmark (rm)
 %

Result


Jensen's alpha:
 %

See also:

 
 

Jensen's alpha

Jensen's Alpha Calculator: Determine the abnormal return of securities using Jensen's alpha. Assess your investment portfolio.


$$\alpha_{J}=r_{i}-\left [ r_{f}+\beta_{iM} \times (r_{M}-r_{f})\right ]$$



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