pt.beta: Stock return beta
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Beta is the slope of a fitted line when dependent variable is the benchmark return
and independent variable is an asset return of the same period. It is a measure the risk arising
from exposure to general market movements.
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.
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Description Usage Arguments Examples
Description
Beta is the slope of a fitted line when dependent variable is the benchmark return and independent variable is an asset return of the same period. It is a measure the risk arising from exposure to general market movements.
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.
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