» 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.


αJ=ri−[rf+βiM×(rM−rf)]αJ=ri−[rf+βiM×(rM−rf)]