pt.alpha: Stock return alpha
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Alpha is the intercept of a fitted line when dependent variable is the benchmark return
and independent variable is a asset return of the same period. It is a measure of the active return
on an investment. Alpha, along with beta, is one of the two key coefficients in the CAPM used modern portfolio theory.
Usage
1
Arguments
ar
:a vector of a risk asset return
br
:a vector of benchmark return
Examples
1
2
3
YRmisc documentation built on March 25, 2020, 5:13 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Examples
Description
Alpha is the intercept of a fitted line when dependent variable is the benchmark return and independent variable is a asset return of the same period. It is a measure of the active return on an investment. Alpha, along with beta, is one of the two key coefficients in the CAPM used modern portfolio theory.
Usage
1 |
Arguments
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.