An index that uses the capital asset pricing model to determine whether a money manager outperformed a market index.
Related information about Jensen index:
- Jensen's alpha - Wikipedia, the free encyclopedia
In finance, Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the ...
- Jensen Index Definition - What is Jensen Index?
What is Jensen Index? Find out right now with a helpful definition and links related to Jensen Index.
- Jensen's Measure Definition | Investopedia
A Deeper Look At Alpha. The Jensen index helps investors compare realized returns to what should've been achieved. Understanding Volatility Measurements ...
- Jensen Index - Financial Dictionary - The Free Dictionary
An index that uses the capital asset pricing model to determine whether a money manager outperformed a market index. The alpha of an investment or ...
- Jensen index
Similar financial terms. Jensen Model Jensen's model proposes another risk adjusted performance measure. This measure was developed by Michael C.
- What is Jensen index? definition and meaning
Definition of Jensen index: An index that uses the capital asset pricing model to determine whether a money manager outperformed a market index.
- Finplan.com - Jensens Alpha
To calculate the Jensen Index: alpha = .15 - [ .07 + (.146 - .07) * 1.1 ] = -.0036. a negative number indicates inferior performance as compared to the risk.
- Jensen Index Law & Legal Definition
Jensen index is an index that compares the performance of investment managers by allowing for portfolio risk. It uses the capital asset pricing model to ...