目录 / 投资 / 詹森斯阿尔法计算器
投资 · 工具

詹森斯阿尔法计算器

衡量投资组合在多大程度上超过或低于CAPM预测的收益率,将经理人技能与市场敞口分离开来。

Portfolio Return
%
Risk-Free Rate
%
Market Return
%
Portfolio Beta
Expected Return (CAPM)0%
Excess Return0%
Performance Rating-

Jensen's Alpha measures how much a portfolio outperforms its predicted return based on its risk level. A positive alpha suggests manager skill.

Jensen's Alpha
0 %
Calculating...
PNG · 在您的浏览器中生成,不会上传任何内容
Stay in the loop
New tools, in your inbox.

Get an occasional email when we ship new calculators and updates. No spam, unsubscribe anytime.

We respect your privacy. No spam, ever.