Christian Dior Jensen Alpha

DIO Stock  EUR 589.00  8.00  1.38%   
Christian Dior jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Christian Dior SE 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 Equity Screeners to view more equity screening tools
  
Christian Dior SE has current Jensen Alpha of 0.1088. 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])

 = 
0.1088
ER[a] = Expected return on investing in Christian Dior
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Christian Dior and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Christian Dior Jensen Alpha Peers Comparison

Christian Jensen Alpha Relative To Other Indicators

Christian Dior SE is rated below average in jensen alpha category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  133.76  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Christian Dior SE is roughly  133.76 
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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