Koc Holdings Jensen Alpha

KHOLY Stock  USD 29.58  2.23  7.01%   
Koc Holdings jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Koc Holdings AS 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
  
Koc Holdings AS has current Jensen Alpha of 0.3819. 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])

 = 
0.3819
ER[a] = Expected return on investing in Koc Holdings
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Koc Holdings and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Koc Holdings Jensen Alpha Peers Comparison

Koc Jensen Alpha Relative To Other Indicators

Koc Holdings AS is currently regarded as number one stock in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  31.60  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Koc Holdings AS is roughly  31.60 
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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