beta.capm: CAPM Beta
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Details
Value
Examples
Description
Returns the Beta of Security using the CAPM Model
Usage
1
beta.capm(R1, R2)
Arguments
R1
Returns data of the security
R2
Returns data of the benchmark security
Details
Beta is a measure of the volatility–or systematic risk–of a security or portfolio compared to the market as a whole.
Value
Value of the beta of the security
Examples
1
rportfolio documentation built on July 1, 2020, 10:35 p.m.
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Description Usage Arguments Details Value Examples
Description
Returns the Beta of Security using the CAPM Model
Usage
1 | beta.capm(R1, R2)
|
Arguments
R1 |
Returns data of the security |
R2 |
Returns data of the benchmark security |
Details
Beta is a measure of the volatility–or systematic risk–of a security or portfolio compared to the market as a whole.
Value
Value of the beta of the security
Examples
1 |
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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