| KBAG Stock | | | IDR 20.00 1.00 5.26% |
Karya Bersama jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Karya Bersama Anugerah 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
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Karya Bersama Anugerah has current Jensen Alpha of 0.0486. 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]) |
| = | 0.0486 | |
| ER[a] | = | Expected return on investing in Karya Bersama |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Karya Bersama and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Karya Bersama Jensen Alpha Peers Comparison
Karya Jensen Alpha Relative To Other Indicators
Karya Bersama Anugerah is rated
below average in jensen alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
401.72 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Karya Bersama Anugerah is roughly
401.72 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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