Jensen regression security
This evaluation provides both a table and a graphic for visualizing the Jensen regression for securities, which opens by default. Use the familiar tabs at the bottom of the evaluation window to switch between table and graph view. You can find the evaluation in the securities workspace on the "Risk" worksheet.
In order to make meaningful use of this evaluation, a comparative value must be stored for the security to be analyzed. If necessary, open the master data of the security via the PROPERTIES command in the context menu and enter a benchmark in the "Comparison value" input field. You can also use the parameters (<CTRL>+<A>) to select a benchmark for the evaluation. The benchmark selected here may be used in this evaluation instead of the one assigned in the master data. To calculate the data points and the regression line, read the section Portfolio theory and risk.
The evaluation only makes sense for individual securities, not for lists.
The Jensen regression portfolio is available for portfolio properties.
Diagram and table of the Jensen regression security correspond to Jensen regression portfolio.