| BSEN Stock | | | ILS 18,100 380.00 2.06% |
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Bet Shemesh Engines has current Jensen Alpha of 0.6595. 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]) |
| = | 0.6595 | |
| ER[a] | = | Expected return on investing in Bet Shemesh |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Bet Shemesh and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bet Shemesh Jensen Alpha Peers Comparison
Bet Jensen Alpha Relative To Other Indicators
Bet Shemesh Engines is rated
fourth in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
19.35 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Bet Shemesh Engines is roughly
19.35 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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