Uol Jensen Alpha

UOLGY -  USA Stock  

USD 21.76  0.01  0.0459%

Uol jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Uol Group 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

Uol Technical Indicator 

Uol Group has current Jensen Alpha of 0.0379. 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]) 
ER[a] = Expected return on investing in Uol
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Uol and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Uol Jensen Alpha Peers Comparison

Uol Jensen Alpha Relative To Other Indicators

Uol Group is rated first in jensen alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  167.49  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Uol Group is roughly  167.49 
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 Uol to competition

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas