Jensen's Alpharisk_portfolio
Jensen's Alpha is a risk-adjusted performance measure that estimates the excess return of a portfolio relative to the return predicted by the Capital Asset Pricing Model (CAPM) given the portfolio's beta.
Terms starting with “J”
4 definitions found.
Job Openings and Labor Turnover Survey (JOLTS)macro
The Job Openings and Labor Turnover Survey (JOLTS) is a monthly survey by the U.S. Bureau of Labor Statistics that measures job openings, hires, and separations (quits, layoffs, and discharges) in the nonfarm payroll sec…
Jobless Claimsmacro
Jobless claims are the weekly count of individuals who file for initial unemployment benefits with state unemployment agencies (unemployment insurance).
Junk Bondfixed_income
A junk bond is a high-yield corporate bond rated below investment grade, typically offering higher coupon payments to compensate for greater default risk.