Exxon Jensen Alpha 
Exxon Mobil Corporation has current Jensen Alpha of 0.3002. 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 free rate.
Exxon Mobil Corporation is rated below average in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 17.71 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Exxon Mobil Corporation is roughly 17.71
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.
Exxon 
 =  0.3002 

Jensen Alpha Comparison
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Exxon Mobil Corporationration explores for and produces crude oil and natural gas in the United States CanadaSouth America Europe Africa Asia and AustraliaOceania. more
Name  Exxon Mobil Corporation 
Instrument  USA Stock 
Region  North America 
Exchange  New York Stock Exchange 
CIK Number  0000034088 
ISIN  US30231G1022 
CUSIP  30231G102,302290101 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Bond Rating  AAAExceptional 
Currency  USD  US Dollar 
Technical Indicators
All Exxon 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  0.0911  
Market Risk Adjusted Performance  0.1287  
Mean Deviation  0.7201  
Semi Deviation  0.2612  
Downside Deviation  0.5929  
Coefficient Of Variation  675.84  
Standard Deviation  1.16  
Variance  1.34  
Information Ratio  0.2282  
Jensen Alpha  0.3002  
Total Risk Alpha  0.3649  
Sortino Ratio  0.4447  
Treynor Ratio  0.1187  
Maximum Drawdown  5.32  
Value At Risk  (0.79)  
Potential Upside  1.96  
Downside Variance  0.3515  
Semi Variance  0.0682  
Expected Short fall  (1.02)  
Skewness  2.62  
Kurtosis  8.4 