Apollo Global Jensen Alpha
| APOS Stock | | | 25.82 0.01 0.04% |
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 Apollo Global's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
Apollo Global registers a Jensen Alpha of
-0.01, reflecting slightly negative alpha — return marginally below the CAPM-predicted level. Apollo Global has slightly underperformed relative to what its market beta would imply.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in Apollo Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Apollo Global and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
The peer group averages 0.11 for Jensen Alpha, with Apollo Global at -0.0119 falling below that level. Readings span -0.0437 (SBI Holdings) to 0.5746 (L E Lundbergfretagen). Apollo Global has generated less 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 Apollo Global 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.
Compare Apollo Global to PeersMethodology, Assumptions & Data Sources
Apollo Global has a current Jensen Alpha reading of -0.01. Apollo Global's Jensen Alpha is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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