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