Dominion Energy Jensen Alpha 
D  USA Stock  USD 78.52 0.02 0.0255% 
Symbol 
 =  0.027 
ER[a]  =  Expected return on investing in Dominion Energy 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Dominion Energy and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Dominion Energy is rated below average in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 150.39 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Dominion Energy is roughly 150.39
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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Dominion Energy Technical Signals
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Risk Adjusted Performance  0.0409  
Market Risk Adjusted Performance  0.1133  
Mean Deviation  0.6647  
Semi Deviation  0.7636  
Downside Deviation  0.9057  
Coefficient Of Variation  2173.24  
Standard Deviation  0.9071  
Variance  0.8228  
Information Ratio  0.0179  
Jensen Alpha  0.027  
Total Risk Alpha  0.0159  
Sortino Ratio  0.018  
Treynor Ratio  0.1033  
Maximum Drawdown  4.06  
Value At Risk  (1.13)  
Potential Upside  1.51  
Downside Variance  0.8202  
Semi Variance  0.5831  
Expected Short fall  (0.85)  
Skewness  4.0E4  
Kurtosis  1.11 
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