riskchecker - This is what your output shoud look like Rf...

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Your inputs Are you using weekly or monthly returns? W (M or W) Current Riskfree Rate 3.47% ! Use today's ten -year government bond rate (make sure that you pick the right currency) Risk Premium 5.20% ! You can use either the historical premium or the implied premium  or an augmented premium for country risk. Beta 0.791 ! Enter your raw beta Std Error of Beta 0.064 ! From the Bloomberg output Intercept -0.24% ! Remember that this is already in % on your Bloomberg print out; in other words, 0.05 is .05%. Past Riskfree rate (Annual) 1.00% ! See attached worksheet for T.Bill rates by year (This is a two-year average; adapt it to meet your requirements)
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Unformatted text preview: This is what your output shoud look like Rf (1- Beta) 0.00% Jensen's Alpha by period-0.246% (Monthly or Weekly) Jensen's Alpha Annualized-12.02% (Annual) 67% range 0.86 0.73 95% range 0.92 0.66 Expected Return 7.58% Currency Average riskfree rate - last 2 yearsAverage riskfree rate- last 5 years US $ 1.00% 1.50% Euro 1.40% 2.00% 2.00% 3.00% Yen 0.60% 0.80% Brazilian Reai 5.00% 8.00% Indian Rupee 6.00% 7.00% Chinese Yuan 3.00% 4.00% Swiss Franc 0.80% 1.00%...
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riskchecker - This is what your output shoud look like Rf...

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