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alpha equation

Equation used to compute the alpha of a fund. It is calculated as follows: [ (sum of y) - ((b) (sum of x)) ] / n where n equals the number of observations (36 - 60 months), b = beta of the fund, x = rate of return for the S&P 500 or another benchmark index, and y = rate of return for the fund.

Related information about alpha equation:
  1. Alpha Equation Definition - Traders Log
    The alpha equation of a fund is as follows: / n where: n =number of observations ( 36-60 months) b = beta of the fund x = rate.
     
  2. Alpha Equation - Financial Dictionary - The Free Dictionary
    Regression usually run over 36-60 months of data: Return-Treasury bill= alpha + beta (S&P 500 - Treasury bill) + error. The alpha is the intercept. Note that the ...
     
  3. Alpha equation
    The alpha of a fund is determined as follows: [ (sum of y) -((b)(sum of x)) ] / n where: n =number of observations (36 months) b = beta of the fund) x = rate of return ...
     
  4. What is alpha equation? definition and meaning
    Definition of alpha equation: Equation used to compute the alpha of a fund. It is calculated as follows: [ (sum of y) - ((b) (sum of x)) ] / n where n equals the ...
     
  5. Wolfram|Alpha Examples - Equation Solving
    Solve your equations with interactive calculators. Get answers for linear, polynomial, trigonometric, or a system of equations, and solve with parameters.
     
  6. Alpha equation - Financial Definition
    Financial Definition of Alpha equation and related terms: The alpha of a fund is determined as follows: [ (sum of y) -((b)(sum of x)) ] / n where: n =nu...
     
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    Apr 19, 2005 ... Abstract: This paper shows that the time $t$ map of the averaged Euler equations , with Dirichlet, Neumann, and mixed boundary conditions is ...
     
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