American Rebel Jensen Alpha
| AREB Stock | | | USD 0.07 0.00 -0.000003% |
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 American Rebel's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
American Rebel carries a Jensen Alpha of
-7.45, consistent with negative alpha — return below what market exposure would predict. The magnitude indicates American Rebel has materially underperformed its risk-adjusted expected return.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | -7.45 | |
| ER[a] | = | Expected return on investing in American Rebel |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between American Rebel and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
The peer group averages 11255.62 for Jensen Alpha, with American Rebel at -7.4541 falling below that level. Readings span -2.2757 (Nuvve Holding Corp) to 112543.04 (Inspire Veterinary Partners). American Rebel 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 American Rebel 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 American Rebel to PeersMethodology, Assumptions & Data Sources
American Rebel has a current Jensen Alpha reading of -7.45. This Jensen Alpha reading for American Rebel results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. American Rebel operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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