Total Intl Jensen Alpha

VXUS
 Etf
  

USD 52.92  0.28  0.53%   

Total Intl jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Total Intl Stock or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Total Intl Stock has current Jensen Alpha of (0.034279). 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]) 
 = 
(0.034279)
ER[a] = Expected return on investing in Total Intl
ER[b] = Expected return on market index or selected benchmark
BETA = Beta coefficient between Total Intl and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Total Jensen Alpha Relative To Other Indicators

Total Intl Stock is rated second in jensen alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
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.
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