Telos Corp Jensen Alpha
| TLS Stock | | | USD 4.48 0.06 1.36% |
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 Telos Corp's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
At
-0.17, Telos Corp exhibits slightly negative alpha — return marginally below the CAPM-predicted level in Jensen Alpha. Telos Corp has slightly underperformed relative to what its market beta would imply.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | -0.17 | |
| ER[a] | = | Expected return on investing in Telos Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Telos Corp and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
Among sector peers, Telos Corp's Jensen Alpha of -0.1686 is below the 0.11 group average. The range runs from -2.0337 (LZ Technology Holdings) to 2.23 (Bandwidth). Telos Corp 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 Telos Corp 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 Telos Corp to PeersMethodology, Assumptions & Data Sources
Telos Corp's Jensen Alpha currently stands at -0.17. Jensen Alpha for Telos Corp is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Telos Corp operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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