Word.ws English Dictionary

Jensen's alpha

Jensen's alpha noun: a metric used to determine the abnormal return of a security or portfolio over the theoretical expected return.

Noun

Jensen's alpha (plural Jensen's alphas)

  1. A metric used to determine the abnormal return of a security or portfolio over the theoretical expected return.

Forms of Jensen's alpha

pluralJensen's alphas

Origin of Jensen's alpha

First used as a measure in the evaluation of mutual fund managers by Michael C. Jensen in 1968.

Questions about Jensen's alpha

What does Jensen's alpha mean?
Jensen's alpha means a metric used to determine the abnormal return of a security or portfolio over the theoretical expected return.
What part of speech is Jensen's alpha?
Jensen's alpha is a noun.
What is the plural of Jensen's alpha?
The plural of Jensen's alpha is Jensen's alphas.

Words near Jensen's alpha in the dictionary

  1. Jenné
  2. Jenolan
  3. Jenrick
  4. Jensen
  5. Jensen Beach
  6. Jensen's alpha
  7. Jensen's alphas
  8. Jensen's device
  9. Jensen's formula
  10. Jensen's inequality
  11. Jensenism

Source and license

Adapted from Wiktionary: Jensen's alpha (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

Last updated:

Cite this entry: “Jensen's alpha.” Word.ws, https://word.ws/jensen%27s_alpha. Based on Wiktionary, CC BY-SA 4.0.