Ford Jensen Alpha

F -  USA Stock  

USD 19.75  0.50  2.47%

Ford jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Ford Motor 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

Ford Technical Indicator 

 
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Ford Motor has current Jensen Alpha of 0.6839. 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-freerate.
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.6839
ER[a] = Expected return on investing in Ford
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Ford and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Ford Jensen Alpha Relative To Other Indicators

Ford Motor is one of the top stocks in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  18.34  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Ford Motor is roughly  18.34 
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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