Seung Il Jensen Alpha

049830 Stock  KRW 7,890  60.00  0.77%   
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Seung Il has current Jensen Alpha of 0.1883. 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])

 = 
0.1883
ER[a] = Expected return on investing in Seung Il
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Seung Il and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Seung Il Jensen Alpha Peers Comparison

Seung Jensen Alpha Relative To Other Indicators

Seung Il is rated below average in jensen alpha category among its peers. It is rated fourth in maximum drawdown category among its peers reporting about  81.06  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Seung Il is roughly  81.06 
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 Seung Il to Peers

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