Sprint Jensen Alpha 
S  USA Stock  USD 6.49 0.03 0.46% 
The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available 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
Symbol  Refresh 
Sprint 
 =  0.2634 
ER[a]  =  Expected return on investing in Sprint 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between Sprint and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
Sprint Corporation is rated third in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 19.48 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Sprint Corporation is roughly 19.48
Jensen Alpha  ...

Compare Sprint to competition 
Thematic Opportunities
Explore Investment Opportunities
Sprint Technical Signals
All Sprint 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  0.1  
Market Risk Adjusted Performance  0.1397  
Mean Deviation  0.9813  
Semi Deviation  1.33  
Downside Deviation  1.65  
Coefficient Of Variation  1110.41  
Standard Deviation  1.37  
Variance  1.86  
Information Ratio  0.2092  
Jensen Alpha  0.2634  
Total Risk Alpha  0.3298  
Sortino Ratio  0.1733  
Treynor Ratio  0.1297  
Maximum Drawdown  5.13  
Value At Risk  2.45  
Potential Upside  1.91  
Downside Variance  2.72  
Semi Variance  1.77  
Expected Short fall  1.10  
Skewness  0.40  
Kurtosis  0.2345 
Search macroaxis.com