Is there a function, or way, in Excel to calculate a jensen alpha statistic?
M MPT Guy Dec 7, 2005 #1 Is there a function, or way, in Excel to calculate a jensen alpha statistic?
H Harlan Grove Dec 7, 2005 #2 MPT Guy wrote... Is there a function, or way, in Excel to calculate a jensen alpha statistic? Click to expand... Sure. Given the following portfolio return (RP) market return (RM) risk-free return (RF) portfolio beta (BP) it's just =RP-RF-BP*(RM-RF)
MPT Guy wrote... Is there a function, or way, in Excel to calculate a jensen alpha statistic? Click to expand... Sure. Given the following portfolio return (RP) market return (RM) risk-free return (RF) portfolio beta (BP) it's just =RP-RF-BP*(RM-RF)
