Excel Spreadsheets

This spreadsheet allows you to check your computations of Jensen’s alpha, range on beta and expected return, given the output from a return regression (to accompany this spreadsheet you can download related excel spreadsheet here).

This spreadsheet allows you to use past returns on a stock and a market index to analyse its price performance (Jensen’s Alpha), its sensitivity to market movements (Beta) and the proportion of its risk that can be attributed to the market.