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Our sample fund s Jensen s Alpha is 0.3675, calculated in Exhibit 12.7. We interpret this as performance of 0.37% of positive average return per month in excess of that explained by the amount of market risk taken over the period. Alpha is a measure of the risk-adjusted performance of a fund. Alpha can be interpreted as the risk-adjusted value added by active fund management. If Alpha is greater than zero, the fund had a return higher than expected by the CAPM. Portfolios with a positive Jensen s Alpha lie above the capital market line. A large Jensen's Alpha indicates excess returns after controlling for the market sensitivity (Beta) of the portfolio. The higher the Alpha, the better the fund or manager performed on a risk-adjusted basis, given the CAPM assumptions. A negative Alpha indicates that the fund performed worse than predicted given the market risk taken. We calculate Alpha with the same periodicity as the underlying returns. It is common to express Alpha in annual equivalents. Annual Average Alpha is the average monthly Alpha times the number of periods per year. Alpha = [ ERP ( Beta ERM ) ] P (12.12)

LISTING 12-2

(in the mythtv user s home directory). This is the file that maps the lircd button functions that you have in your /etc/lircd.conf file to application-specific key hits. You can probably download a template file for your .lircrc file (from Jarod s site) and modify it yourself. I recommend having one file called /home/mythtv/.lircrc and making a symlink to it called /home/mythtv/.mythtv/lircrc.

NOTES 1. The operant theory is that hypertext creates a relationship between distinct objects. To manage hypertext endeavors successfully, one must therefore manage the system of relationships that the links represent. As with any relationship, there is a consequent obligation to maintain an attentive consistency, for any relationship (between spouses, between business partners, between dynamically linked objects) may break without that attention.

Result (abbreviated):

The event handler attribute onClick triggers the function userDefined() when a button is clicked. Table 5.3 lists a few event handlers with their descriptions. Table 5.3: Event Handlers Event Handling Attributes/ Event Handlers onChange onClick onDblClick onMouseDown onMouseUp onMouseOver onMouseOut onLoad onAbort onSubmit onReset onBlur onFocus onUnLoad onResize onMove Triggered When

suggests should never exist. Furthermore, Warren Buffett seems to have done a lot better than a dart-throwing monkey. Warren Buffett actively seeks undervalued investments. In his 2003 letter to shareholders he writes: When valuations are similar, we strongly prefer owning businesses to owning stocks. During most of our years of operations, however, stocks were much the cheaper choice. We therefore sharply tilted our asset allocation in those years towards equities . . . In recent years, however, we ve found it hard to find significantly undervalued stocks. So Warren Buffett believes that undervalued stocks sometimes exist. He also says that there are not many good values in the stock market these days. If the efficient markets hypothesis were true, there would not be any better or worse time to buy stocks; all prices would be fair at all times. So Warren Buffett has made his fortune by acting precisely in a fashion that would be silly if markets were rational. The Denial: The believers in the efficient markets hypothesis deny that Warren Buffett s success is due to skill. Their argument is as follows: Put 1,024 people in a room. Have each of them flip a coin 10 times. On average, one of them will have produced 10 heads in a row. Now call that person Warren Buffett. In other words, there are lots of money managers and by sheer dumb luck someone will have a great track record. That great track record, in this view, predicts nothing about the future.

2. Now the formula contains a reference to D1:D12. This range contains a single array formula. Replacing the reference to D1:D12 with the array formula results in the following array formula in cell F1:

Looping (especially foreach-object)

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