Can Excel Calculate a Jensen Alpha?

Discussion in 'Microsoft Excel Worksheet Functions' started by Guest, Dec 7, 2005.

  1. Guest

    Guest Guest

    Is there a function, or way, in Excel to calculate a jensen alpha statistic?
     
    Guest, Dec 7, 2005
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  2. Guest

    Harlan Grove Guest

    MPT Guy wrote...
    >Is there a function, or way, in Excel to calculate a jensen alpha statistic?


    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)
     
    Harlan Grove, Dec 7, 2005
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  3. Guest

    tyrian

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    tyrian, Dec 3, 2011
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