Lufax Holding Jensen Alpha vs. Semi Variance

LU Stock  USD 4.29  0.03  0.69%   
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Lufax Holding has current Jensen Alpha of 0.3416. 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])

 = 
0.3416
ER[a] = Expected return on investing in Lufax Holding
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Lufax Holding and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Lufax Holding Jensen Alpha Peers Comparison

Lufax Jensen Alpha Relative To Other Indicators

Lufax Holding is rated third overall in jensen alpha category among related companies. It is currently under evaluation in semi variance category among related companies fabricating about  53.79  of Semi Variance per Jensen Alpha. The ratio of Semi Variance to Jensen Alpha for Lufax Holding is roughly  53.79 
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.
Compare Lufax Holding to Peers

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