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Jensen Alpha Calculation

 
Portfolio Management
Last Post by Lowell Herr 6 years ago
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 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 13 years ago
Posts: 743
Topic starter May 9, 2020 12:55 PM  

I'm considering adding another tab to the Kipling and calling it the Jensen Alpha or just Jensen.  Check out this simple formula for measuring the alpha of your portfolio.

https://361capital.com/article/defining-alpha/

Lowell



   
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