» 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.


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



NYYD Luxury Gift Basket for Women

❤️ Be My Valentine! ❤️

Thoughtful gift box to make her feel relaxed, appreciated, and spoiled — no guessing, no stress.

Shop on Amazon
Quest for Happily Ever After Board Game

Turn Family Game Night Into a Fairytale Adventure

Brand new, fun, and addictive—roll-and-move race, and laugh your way to “happily ever after”.

Now on Amazon
I Love TeddyBase

Focused learning for toddlers!

  • No ads
  • No in-app purchases
  • No data collection
  • No distracting animations

FREE UNTIL END OF JANUARY!

Download on the App Store
14-inch Stainless Steel Locking Kitchen and Grill Tongs

The Grill Master’s Secret Weapon

Level up your BBQ game with tools that make you look and feel like a pro.

Available on Amazon