jensen index การใช้

In the field of securities investment , earning rate , standard deviation , sharpe index , treynor index and jensen index are five important indexes for assessing fund performance
Some of securities investment fund is evaluated by fund rate of return , treynor index , jensen index and sharpe index in this article . there is any conclusion according analyzing evaluation of performance in the article
In the beginning , the main appraisal methods are summarized in western countries , which are treynor index , sharpe index and jensen index based on capital and asset pricing model and multi - factors model
On the aspect of performance appraisal , western countries has accumulated abundant research outcomes , among which the most famous methods are treynor index , sharpe index and jensen index based on the asset portfolio theorem and capital and asset pricing model
Through comparing with the advantage and disadvantage of pure earning method ( per net capital , investment earning ratio ) and risk - adjusted method ( jensen index , treynor index , sharpe index , m2 , t - m model , h - m model , morning star ) . the paper point out the existing problem on the performance measurement of equity investment fund