| SGG Etf | | | USD 73.62 0.62 0.85% |
Barclays Capital jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Barclays Capital or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Barclays Capital has current Jensen Alpha of 564.17. Jensen alpha is a measure of the returns that are attributable to the managers' ability to select security and time the market. In other words, it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk-freerate.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | 564.17 | |
| ER[a] | = | Expected return on investing in Barclays Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Barclays Capital and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Barclays Capital Jensen Alpha Peers Comparison
Barclays Jensen Alpha Relative To Other Indicators
Barclays Capital is presently regarded as number one ETF in jensen alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
19.28 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Barclays Capital is roughly
19.28 Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk-free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk-Free Rate)]. Anything remaining over and above is alpha.
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