A stock has a return of 12.9 percent and a beta of 1.27. The market return is

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A stock has a return of 12.9 percent and a beta of 1.27. The market return is 12.6 percent and the risk-free rate is 4.13 percent. What's the Jensen alpha of this stock?

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International Financial Reporting and Analysis

ISBN: 978-1408075012

5th edition

Authors: David Alexander, Anne Britton, Ann Jorissen

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Posted Date: Mar 07, 2024 12:17 PM

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A stock has a return of 12.9 percent and a beta of 1.27. The market return is

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To calculate the Jensen alpha of a stock you can use the following formula Jensen Alpha S... View the full answer

International Financial Reporting and Analysis

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