文档库 最新最全的文档下载
当前位置:文档库 › Checknumbers

Checknumbers

Your inputs

Are you using weekly or monthly returns? Current Riskfree Rate

Risk Premium

Beta

Std Error of Beta

Intercept

Past Riskfree rate (Annual)

This is what your output shoud look like

Rf (1- Beta)

Jensen's Alpha by period

Jensen's Alpha Annualized

67% range

95% range

Expected Return

overnment bond rate (make sure that you pick the right currency)

historical premium or the implied premium or an augmented premium for country risk. If r of beta

ou are using a Bloomberg beta page, remember that this is already in % on your Bloomb for T.Bill rates by year (This is a two-year average; adapt it to meet your requirements

sk. If your company operates in many countries, you should use a weighted average pre oomberg print out; in other words, 0.05 is .05%.

ents)

e premium

相关文档