BlackRock Multi Jensen Alpha

BKMIX -- USA Fund  

USD 10.83  0.01  0.09%

BlackRock Multi jensen-alpha technical analysis lookup allows you to check this and other technical indicators for BlackRock Multi Asset Income Po or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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BlackRock Multi Asset Income Po has current Jensen Alpha of (0.010031). 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]) 
 = 
(0.010031)
ER[a] =   Expected return on investing in BlackRock Multi
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between BlackRock Multi and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

BlackRock Multi Asset Income Po is rated below average in jensen alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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