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Alpha - Financial definition

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Synonyms:  abnormal return, excess return

Concise definition of the term alpha

Alpha is the difference between an investment’s actual return and a set standard. In the case of shares, the standard often is the index of the market the share is listed on.

Comprehensive definition of the term alpha

In other words, alpha is the amount by which a security’s actual return differs from its expected return, given the security’s risk and the market’s return.

Additional information related to this definition

Definitions of related terms

Asset management  •  Benchmark  •  Investment  •  

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