Automatic Data Jensen Alpha 
ADP  USA Stock  Earning Report: January 29, 2020 
Symbol 
 =  0.0067 
ER[a]  =  Expected return on investing in Automatic Data 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Automatic Data and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Automatic Data Processing is rated below average in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 682.16 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Automatic Data Processing is roughly 682.16
Jensen Alpha 

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Automatic Data Technical Signals
All Automatic Data Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0571  
Market Risk Adjusted Performance  0.1306  
Mean Deviation  0.651  
Semi Deviation  0.8363  
Downside Deviation  0.9392  
Coefficient Of Variation  911.83  
Standard Deviation  0.8838  
Variance  0.781  
Information Ratio  (0.027671)  
Jensen Alpha  0.0067  
Total Risk Alpha  (0.12)  
Sortino Ratio  (0.026039)  
Treynor Ratio  0.1206  
Maximum Drawdown  4.57  
Value At Risk  (1.21)  
Potential Upside  1.56  
Downside Variance  0.882  
Semi Variance  0.6994  
Expected Short fall  (0.71)  
Skewness  (0.83)  
Kurtosis  2.26 