Adlai Nortye Jensen Alpha
| ANL Stock | | | 13.70 -0.57 -3.99% |
Jensen Alpha measures the return attributable to active skill rather than passive market exposure. It is the residual return after subtracting the risk-free rate and the beta-adjusted market premium — the return the asset should have earned based solely on its systematic risk. Below is Adlai Nortye's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
With Jensen Alpha at 0.858, Adlai Nortye shows positive alpha — return above what market exposure alone would predict. Adlai Nortye has generated modest excess return beyond what its systematic risk exposure explains.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | 0.858 | |
| ER[a] | = | Expected return on investing in Adlai Nortye |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Adlai Nortye and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
Adlai Nortye falls above the -0.49 peer average for Jensen Alpha. SeaStar Medical Holding leads at 1.34 while Aditxt Inc registers the lowest at -5.0524. Adlai Nortye has generated more excess return relative to its market exposure than the peer group average.
Jensen Alpha Relative To Other Indicators
The chart below plots Jensen Alpha against Maximum Drawdown for Adlai Nortye and its peers. Each point represents one equity — position along the horizontal axis shows Jensen Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Jensen Alpha ratio for Adlai Nortye sits near
53.05 , with Jensen Alpha at
0.86 and Maximum Drawdown at
45.51 . This indicates Maximum Drawdown substantially exceeds Jensen Alpha for Adlai Nortye.
Methodology, Assumptions & Data Sources
Adlai Nortye's Jensen Alpha currently stands at 0.858. The Jensen Alpha for Adlai Nortye is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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