Question: What is the value of Jensen's Alpha for Northrop Grumman from October 28, 2022 to April 13, 2023? (Default risk-free rate is 0; return annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: \alpha = AnnRet - [rf + \beta * (AnnRet_m - rf)]; \beta = cov(r, r_m) / var(r_m)
Data:
date,close,market_close
2022-10-27,535.510009765625,3807.300048828125
2022-10-28,548.1099853515625,3901.06005859375
2022-10-31,549.010009765625,3871.97998046875
2022-11-01,535.8800048828125,3856.10009765625
2022-11-02,530.2999877929688,3759.68994140625
2022-11-03,525.510009765625,3719.889892578125
2022-11-04,522.77001953125,3770.550048828125
2022-11-07,534.77001953125,3806.800048828125
2022-11-08,540.9299926757812,3828.110107421875
2022-11-09,533.1400146484375,3748.570068359375
2022-11-10,531.5900268554688,3956.3701171875
2022-11-11,492.7000122070313,3992.929931640625
2022-11-14,481.739990234375,3957.25
2022-11-15,500.7200012207031,3991.72998046875
2022-11-16,505.1300048828125,3958.7900390625
2022-11-17,518.8499755859375,3946.56005859375
2022-11-18,520.4199829101562,3965.340087890625
2022-11-21,527.8699951171875,3949.93994140625
2022-11-22,524.6500244140625,4003.580078125
2022-11-23,522.3400268554688,4027.260009765625
2022-11-25,527.8300170898438,4026.1201171875
2022-11-28,524.8800048828125,3963.93994140625
2022-11-29,528.3499755859375,3957.6298828125
2022-11-30,533.2899780273438,4080.110107421875
2022-12-01,530.2999877929688,4076.570068359375
2022-12-02,545.5999755859375,4071.699951171875
2022-12-05,541.4299926757812,3998.840087890625
2022-12-06,531.8099975585938,3941.260009765625
2022-12-07,540.2100219726562,3933.919921875
2022-12-08,540.5499877929688,3963.510009765625
2022-12-09,528.9400024414062,3934.3798828125
2022-12-12,535.1799926757812,3990.56005859375
2022-12-13,525.5900268554688,4019.64990234375
2022-12-14,531.780029296875,3995.320068359375
2022-12-15,528.489990234375,3895.75
2022-12-16,529.8699951171875,3852.360107421875
2022-12-19,532.52001953125,3817.659912109375
2022-12-20,529.5700073242188,3821.6201171875
2022-12-21,538.7899780273438,3878.43994140625
2022-12-22,531.3699951171875,3822.389892578125
2022-12-23,534.77001953125,3844.820068359375
2022-12-27,541.1900024414062,3829.25
2022-12-28,540.4099731445312,3783.219970703125
2022-12-29,542.0,3849.280029296875
2022-12-30,545.6099853515625,3839.5
2023-01-03,540.3300170898438,3824.139892578125
2023-01-04,526.4500122070312,3852.969970703125
2023-01-05,528.52001953125,3808.10009765625
2023-01-06,521.4199829101562,3895.080078125
2023-01-09,495.4100036621094,3892.090087890625
2023-01-10,495.7900085449219,3919.25
2023-01-11,492.9299926757813,3969.610107421875
2023-01-12,487.9800109863281,3983.169921875
2023-01-13,461.4299926757813,3999.090087890625
2023-01-17,455.5700073242188,3990.969970703125
2023-01-18,446.05999755859375,3928.860107421875
2023-01-19,442.30999755859375,3898.85009765625
2023-01-20,450.760009765625,3972.610107421875
2023-01-23,450.8699951171875,4019.81005859375
2023-01-24,459.30999755859375,4016.949951171875
2023-01-25,463.2900085449219,4016.219970703125
2023-01-26,443.4700012207031,4060.429931640625
2023-01-27,437.6499938964844,4070.56005859375
2023-01-30,439.2799987792969,4017.77001953125
2023-01-31,448.0400085449219,4076.60009765625
2023-02-01,442.5899963378906,4119.2099609375
2023-02-02,440.8599853515625,4179.759765625
2023-02-03,440.6400146484375,4136.47998046875
2023-02-06,448.9599914550781,4111.080078125
2023-02-07,452.1499938964844,4164.0
2023-02-08,456.05999755859375,4117.85986328125
2023-02-09,453.8500061035156,4081.5
2023-02-10,463.8599853515625,4090.4599609375
2023-02-13,464.2799987792969,4137.2900390625
2023-02-14,467.510009765625,4136.1298828125
2023-02-15,460.9400024414063,4147.60009765625
2023-02-16,465.3500061035156,4090.409912109375
2023-02-17,470.6300048828125,4079.090087890625
2023-02-21,473.9500122070313,3997.340087890625
2023-02-22,478.7300109863281,3991.050048828125
2023-02-23,476.260009765625,4012.320068359375
2023-02-24,470.9100036621094,3970.0400390625
2023-02-27,470.0700073242188,3982.239990234375
2023-02-28,464.1099853515625,3970.14990234375
2023-03-01,462.5499877929688,3951.389892578125
2023-03-02,468.2699890136719,3981.35009765625
2023-03-03,467.3800048828125,4045.639892578125
2023-03-06,470.2200012207031,4048.419921875
2023-03-07,472.2000122070313,3986.3701171875
2023-03-08,465.25,3992.010009765625
2023-03-09,459.0400085449219,3918.320068359375
2023-03-10,459.7799987792969,3861.590087890625
2023-03-13,457.739990234375,3855.760009765625
2023-03-14,453.6600036621094,3919.2900390625
2023-03-15,448.8999938964844,3891.929931640625
2023-03-16,450.1499938964844,3960.280029296875
2023-03-17,443.6000061035156,3916.639892578125
2023-03-20,449.260009765625,3951.570068359375
2023-03-21,449.9800109863281,4002.8701171875
2023-03-22,443.6000061035156,3936.969970703125
2023-03-23,444.4400024414063,3948.719970703125
2023-03-24,455.25,3970.989990234375
2023-03-27,458.25,3977.530029296875
2023-03-28,459.0,3971.27001953125
2023-03-29,461.5700073242188,4027.81005859375
2023-03-30,460.9800109863281,4050.830078125
2023-03-31,461.7200012207031,4109.31005859375
2023-04-03,469.1900024414063,4124.509765625
2023-04-04,468.1000061035156,4100.60009765625
2023-04-05,470.9100036621094,4090.3798828125
2023-04-06,470.3900146484375,4105.02001953125
2023-04-10,476.5400085449219,4109.10986328125
2023-04-11,468.2699890136719,4108.93994140625
2023-04-12,472.7699890136719,4091.949951171875
2023-04-13,474.1600036621094,4146.22021484375

Indicator data:
Answer: -0.2693