- Jensen's alpha
- фин. альфа Йенсена [Дженсена] (величина, на которую доходность данного портфеля превышает среднерыночную после поправки на риск портфеля)See:
Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.
Jensen's alpha
Смотреть что такое "Jensen's alpha" в других словарях:
Jensen's alpha — In finance, Jensen s alpha (or Jensen s Performance Index, ex post alpha) is used to determine the excess return of a security or portfolio of securities over the security s theoretical expected return. The security could be any asset, such as… … Wikipedia
Alpha (investment) — Alpha is a risk adjusted measure of the so called active return on an investment. It is the return in excess of the compensation for the risk borne, and thus commonly used to assess active managers performances. Often, the return of a benchmark… … Wikipedia
Jensen-Alpha — Der Alphafaktor (α) (Jensen Alpha, Jensens Alpha) bezeichnet in der Finanzmarkttheorie das Maß für eine Extra Rendite (positives Alpha) oder eine Minderrendite (negatives Alpha) einer Anlage, gegenüber einem Vergleichswert (der Benchmark). Der… … Deutsch Wikipedia
Alpha-Faktor — Der Alphafaktor (α) (Jensen Alpha, Jensens Alpha) bezeichnet in der Finanzmarkttheorie das Maß für eine Extra Rendite (positives Alpha) oder eine Minderrendite (negatives Alpha) einer Anlage, gegenüber einem Vergleichswert (der Benchmark). Der… … Deutsch Wikipedia
Jensen's Measure — A risk adjusted performance measure that represents the average return on a portfolio over and above that predicted by the capital asset pricing model (CAPM), given the portfolio s beta and the average market return. This is the portfolio s alpha … Investment dictionary
Alpha Delta Phi — (ΑΔΦ) is the fourth oldest Greek letter fraternity in the United States and Canada. Today the name refers to both an all male fraternity that was founded in 1832 by Samuel Eells at Hamilton College in Clinton, New York and the Alpha Delta Phi… … Wikipedia
Alpha-2-Macroglobulin — alpha 2 Macroglobulin, also known as α2 macroglobulin and abbreviated as α2M and A2M, is a large plasma protein found in the blood. It is produced by the liver, and is a major component of the alpha 2 band in protein electrophoresis. Structure… … Wikipedia
Alpha — Aussprache antik [a] modern [a] Entsprechungen lateinisch … Deutsch Wikipedia
Alpha Group — Dieser Artikel oder Abschnitt bedarf einer Überarbeitung. Näheres ist auf der Diskussionsseite angegeben. Hilf mit, ihn zu verbessern, und entferne anschließend diese Markierung. Die Alpha Group ist eine europäische Unternehmensgruppe im… … Deutsch Wikipedia
alpha — Measure of risk adjusted performance. An alpha is usually generated by regressing the security or mutual fund s excess return ( excess returns) on the S&P 500 excess return. The beta adjusts for the risk (the slope coefficient). The alpha is the… … Financial and business terms
Alpha — A measure of selection risk (also known as residual risk) of a mutual fund in relation to the market. A positive alpha is the extra return awarded to the investor for taking a risk, instead of accepting the market return. For example, an alpha of … Financial and business terms
