Hufvudstaden Jensen Alpha
| HUFAF Pink Sheet | | | USD 12.78 -0.17 -1.31% |
This reference presents Jensen Alpha data for Hufvudstaden AB, including the current value, historical trend, and peer comparisons. The value is best assessed relative to both the instrument's historical range and peer distribution. Supplemental context on Hufvudstaden is available through
Hufvudstaden Volatility and
Hufvudstaden Price History.
Current Jensen Alpha Value
The current Jensen Alpha of
-0.07 places Hufvudstaden at slightly negative alpha — return marginally below the CAPM-predicted level. Hufvudstaden has slightly underperformed relative to what its market beta would imply.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in Hufvudstaden |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Hufvudstaden and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
The peer group averages -0.22 for Jensen Alpha, with Hufvudstaden at -0.0742 falling above that level. Readings span -0.5525 (Lend Lease Group) to 0.0 (). Hufvudstaden 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 Hufvudstaden 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 Hufvudstaden to PeersMethodology, Assumptions & Data Sources
Hufvudstaden's Jensen Alpha currently stands at -0.07. Hufvudstaden'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This pink sheet metric is provided for analytical reference.
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