Headhunter Group Jensen Alpha

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HHR -- USA Stock  

USD 23.55  0.01  0.0424%

Headhunter Group jensen-alpha technical analysis lookup allows you to check this and other technical indicators for Headhunter Group Plc ADR 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
Headhunter Group Plc ADR has current Jensen Alpha of 0.4244. 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 free rate.
Jensen Alpha 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
ER[a] =   Expected return on investing in Headhunter Group
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Headhunter Group and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Headhunter Group Plc ADR is rated # 3 in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  47.39  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Headhunter Group Plc ADR is roughly  47.39 
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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