Intel Jensen Alpha

Intel Corporation -- USA Stock  

USD 50.79  0.04  0.0787%

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Intel Corporation has current Jensen Alpha of 0.3117. 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.
Jensen Alpha 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
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 third overall in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  22.96  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Intel Corporation is roughly  22.96 
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.
Compare Intel to competition
Intel Corporation designs, manufactures, and sells computer, networking, data storage, and communication platforms worldwide. The company was founded in 1968 and is based in Santa Clara, California. Intel operates under Semiconductor - Broad Line classification in USA and traded on NASDAQ. It employs 102700 people. more
NameIntel Corporation
CEOBrian KrzanichView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
CIK Number00050863.0
Related EntityINCO
CurrencyUSD - US Dollar