Sprint Jensen Alpha 
S  USA Stock  USD 6.98 0.03 0.43% 
Symbol 
Sprint 
 =  0.2974 
ER[a]  =  Expected return on investing in Sprint 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Sprint and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Sprint Corporation is rated third in jensen alpha category among related companies. It is currently regarded as top stock in maximum drawdown category among related companies reporting about 88.73 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Sprint Corporation is roughly 88.73
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  ...

Compare Sprint to competition 
Thematic Opportunities
Explore Investment Opportunities
Sprint Technical Signals
All Sprint Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.061  
Market Risk Adjusted Performance  (0.48)  
Mean Deviation  2.29  
Semi Deviation  2.89  
Downside Deviation  3.43  
Coefficient Of Variation  1251.3  
Standard Deviation  3.91  
Variance  15.33  
Information Ratio  0.0796  
Jensen Alpha  0.2974  
Total Risk Alpha  0.3559  
Sortino Ratio  0.091  
Treynor Ratio  (0.49)  
Maximum Drawdown  26.39  
Value At Risk  (6.00)  
Potential Upside  4.25  
Downside Variance  11.74  
Semi Variance  8.35  
Expected Short fall  (2.59)  
Skewness  2.14  
Kurtosis  11.18 
Search macroaxis.com