Atos SE Jensen Alpha

0DNH Stock   0  0.0005  31.25%   
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Atos SE has current Jensen Alpha of 116.49. 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])

 = 
116.49
ER[a] = Expected return on investing in Atos SE
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Atos SE and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Atos SE Jensen Alpha Peers Comparison

Atos Jensen Alpha Relative To Other Indicators

Atos SE is number one stock in jensen alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  68.31  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Atos SE is roughly  68.31 
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 Atos SE to Peers

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