Intel Jensen Alpha

Intel Corporation -- USA Stock  

USD 45.65  1.02  2.29%

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Intel Corporation has current Jensen Alpha of 0.4467. 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 free rate.
Intel 
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.4467
ER[a] =   Expected return on investing in Intel
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Intel and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Intel Corporation is rated second overall in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  20.12  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Intel Corporation is roughly  20.12 
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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Intel Corporationration designs, manufactures, and sells integrated digital technology platforms worldwide. more
NameIntel Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00050863.0
ISINUS4581401001
CUSIP458140100
Related EntityINCO
CurrencyUSD - US Dollar