alpha investment & finance definition
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A measure of the risk-adjusted performance of an investment that factors in the individual risk of the security and not the overall market risk.
alpha
A measure of risk-adjusted performance, factoring in the risk due to the specific security, portfolio or fund, rather than the overall market.
AlphaIC[1] is a method for assessing the value of information technology (IT) investments that surpasses banal ROI analyses and looks at how IT affects an organization's intellectual capital.
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Alpha Jensen
Jensen Alpha indicator is investment's average return exceeding the risk free rate; Beta multiplied by the benchmark's average return exceeding the risk free rate.
Alpha is the measurement of a fund's actual return and its expected return given its beta. Alpha is the excess return given the risk taken. Alpha is often used to measure a fund manager's performance.
Alpha indicator measures the residual risk of an investor then used as a result of investment in a fund, rather than in a market index. The Fund is an alpha of zero, if a fund produced the expected return on the amount of the alleged threat.
Alphas measure price volatility.
The return of a stock that exceeds or lags beyond its beta.
The difference in this value is the alpha.
Alpha
In a Jensen index, it is used to measure the abnormal return of a security or portfolio of securities that diverges from its beta and represent the manager's performance.
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Alpha is a risk-adjusted measure of the so-called "excess return" on an investment. It is a common measure of assessing active manager's performance.
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Jensen's alpha was first used as a measure in the evaluation of mutual fund managers by Michael Jensen in the 1970s. The CAPM return is supposed to be 'risk adjusted', which means it takes account of the relative riskiness of the asset.
See also: Alpha
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Alpha
A coefficient measuring a security's price volatility caused by factors other than the stock market in its entirety.
Alpha
A statistical measure of performance adjusted for risk. Alpha reflects the amount by which an ETF outperforms or underperforms based upon its level of risk.
Alpha
A measure of a fund's risk-adjusted return. Alpha can be used to directly measure the value added or subtracted by a fund's manager.
Alpha - A measure of selection risk (also known as residual risk) of a mutual fund in relation to the market. A positive alpha is the extra return awarded to the investor for taking a risk, instead of accepting the market return.
ALPHA
Alpha measures a stock's move during the month when the S&P 500 index is unchanged. For example, a stock with an alpha of 6 would be expected to rise 6% in a month when the price of the S&P 500 index doesn't change.
Alpha
Portion of the return on an asset (or group of assets) that depends neither on its specific characteristics nor on market fluctuations.
alpha value: See alpha under Mutual Funds.
American Stock Exchange (AMEX): Founded in 1921, AMEX trades mostly small and medium sized stocks, as compared to the huge stocks of the NYSE.
Alpha - Measure of risk-adjusted performance. Alpha takes into account the volatility of a particular portfolio and matches the risk-adjusted performance of that portfolio against a benchmark index.
Alpha-Beta Trend Channel
The Alpha-Beta Trend Channel study uses the standard deviation of price variation to establish two trend lines, one above and one below the moving average of a price field.
Alpha - The measure of a fund's risk adjusted performance compared to the overall market. A fund with a high alpha has outperformed its peers for the same level of volatility.
Alpha -The extent to which an asset or portfolio's actual return exceeds or falls short of the expected return - the expected return is a function of the stock or portfolio's Beta.
Alpha: A measure of the residual risk that an investor takes for investing in a fund rather than a market index.
Alpha
The measure of a fund's risk-adjusted return. Alpha is derived by compares the fund's actual returns and the expected returns as determined by its level of risk (beta).
Alpha
In a Jensen Index, a factor to represent the portfolio's performance that diverges from its beta, representing a measure of the manager's performance.
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Alpha
A value that reflects the excess of a mutual fund's performance when compared to its expected Beta performance.
American Depositary Receipt (ADR) ...
Alpha
Premium that an investment portfolio earns above a given point of reference; a measure of stock performance independent of the market.
Alpha
An expression of how much a stock would have appreciated or depreciated on average on a daily basis over the last year, assuming the S&P 500 remained unchanged during the period. more...
Alpha: A term used in fund management. It refers to the return a portfolio manager makes over and above the return he would have got from a portfolio invested in an index representing the market.
Alpha Values
Finally, in our spreadsheet we also included a calculation of alpha values. Alpha is a measure of excess returns on an investment, which has been adjusted for risk.
Alpha An estimate expressed as a coefficient that measures how a stock will perform based solely on its inherent value (e.g., growth in earnings per share), independent of market movements.
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Alpha
Alpha measures risk-adjusted return, or the actual return an equity security provides in relation to the return you would expect based on its beta. Beta measures the security's volatility in relation to its benchmark index.
Alpha
Definition: Alpha refers to the abnormal rate of return for a security than what would be predicted using the Capital Asset Pricing Model (CAPM). Advice: When using CAPM, investors prefer to invest in companies that have positive alphas.
Alpha
Measure of risk-adjusted performance. An alpha is usually generated by regressing the security or mutual fund's excess return on the S&P 500 excess return. The beta adjusts for the risk (the slope coefficient).
Alpha: A statistical measurement used to determine the percentage of the change in a stock's price due to factors internal to the company, rather than to the stock market's fluctuations.
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Tainted Alpha
An alpha return that cannot be attributed solely to the money manager due to consequential beta exposure.
Implied Alpha The excess return expected from a stock to justify its current weighing in the portfolio.
Alpha
Alpha measures a stock's average monthly move over the past 12 months if the S&P 500 index is unchanged during this 12-month period.
ALPHA
A mathematical measurement of the amount of return expected from an investment. For example, an alpha of 1.20 indicates that a stock is projected to rise 20% in a year when the return on the market and stock's beta are both zero.
Alpha: a statistical concoction that's supposed to measure the excess performance of a mutual fund compared to the performance expected for its Beta. Higher is better.
Alphanumeric ticker symbols, codes indicating the different companies trading in the stock market, were used along with numeric indicators of current stock prices.
Alpha
Auction Market Defintion & Theory
An auction market is when buyers and sellers place their orders in the same environment and then negotiate the best execution price.
Alpha:
A measure of expected return based on an investment's inherent value and assuming a flat market. It is useful in evaluating investments risk exclusive of market risk.
Alpha Natural Resources (ANR)
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AlphaProfit.com's research suggests that by constructing diversified mutual fund portfolios using sector funds, investors have the potential to outperform the market averages on the basis of relative returns as well as risk-adjusted returns.
L'Alpha di Jensen misura la differenza tra il rendimento del fondo e il rendimento che teoricamente il fondo avrebbe ottenuto in base al suo livello di rischio sistematico.
The alpha coefficient measures the portion of an investment's return arising from specific (non-market) risk. It can be a positive or a negative number.
The Alpha is a measure of how much a stock has risen or fallen over a one-year period. This Alpha measure is weighted, assigning more weight to recent activity and less to activity at the beginning of the period.
The Alpha-Beta Trend Channel study uses the standard deviation of price variation to establish two trend lines, one above and one below the moving average of a price field. This creates a channel (band) where the great majority of price field values.
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