» Jensenova alfa


Jensenova alfa

Jensenova alfa

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

Inicijalni podaci (4/5)

%
%
%
%

Rezultat

Jensenova 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%