» Jensens alfa


Jensens alfa

Jensens alfa

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

Indata (4/5)

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%
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%

Resultat

Jensens alfa (αJ)
0.80%

Jensen alpha breakdown
Market risk premium (rm - rf) 6.00%
CAPM expected return (rf + β × (rm - rf)) 11.20%
Actual investment return (ri) 12.00%