Visa Jensen Alpha

    Visa Inc -- USA Stock  

    USD 124.91  1.53  1.24%

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    Visa Inc has current Jensen Alpha of 0.0. 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 Visa
    ER[b] =   Expected return on market index or selected benchmark
    BETA =   Beta coefficient between Visa and the market
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Jensen Alpha Comparison

    Visa Inc is rated fifth in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies .
    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.
    Visa Inc. operates as a payments technology company worldwide. Visa Inc. was incorporated in 2007 and is headquartered in San Francisco, California. Visa operates under Business Services classification in USA and traded on New York Stock Exchange exchange. more
    NameVisa Inc
    CEO and DirectorCharles ScharfView All
    Thematic Classifications
    Analyst Consensus
    Macroaxis Advice
    InstrumentUSA Stock View All
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number01403161.0
    Related EntityVISA
    CurrencyUSD - US Dollar