Salesforce Jensen Alpha 
CRM  USA Stock  Fiscal Quarter End: January 31, 2020 
Symbol 
 =  (0.001203) 
ER[a]  =  Expected return on investing in Salesforce 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Salesforce and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Salesforce Com is rated below average 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.Jensen Alpha 

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Risk Adjusted Performance  0.0296  
Market Risk Adjusted Performance  0.0551  
Mean Deviation  0.9439  
Semi Deviation  1.34  
Downside Deviation  1.43  
Coefficient Of Variation  2485.24  
Standard Deviation  1.29  
Variance  1.66  
Information Ratio  (0.003537)  
Jensen Alpha  (0.001203)  
Total Risk Alpha  (0.06)  
Sortino Ratio  (0.003191)  
Treynor Ratio  0.0451  
Maximum Drawdown  6.04  
Value At Risk  (2.35)  
Potential Upside  2.06  
Downside Variance  2.04  
Semi Variance  1.79  
Expected Short fall  (0.94)  
Skewness  (0.48)  
Kurtosis  0.8446 
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