getSlides: Get data for SMIF risk slides

In alec25/smif.package: SMIF Risk Team Function Storage

Description

Produces the data currently required for pitch risk slides. Returns the default risk slide table (as a data.frame) with filled-in values (except for implied volatility, which is omitted completely).

Usage

getSlides(ticker, sector = getStockInfo.sector(ticker = ticker),
  use.rfr = TRUE)

Arguments

ticker	Character; the ticker for the stock
sector	Character; the sector of the ticker. If ommited, will use getStockInfo.sector.
use.rfr	Logical; whether to use the risk-free rate in the beta calculations. Defaults to TRUE.

Details

Provides data for the stock's volatility, sector beta, and market beta, based on 6 month data, and 12 month historical data. Betas are calculated manually and can incorporate the risk free rate if specified. If sector cannot be identified, sector beta and market beta will be the same.

Value

Data.frame; risk slide table with filled in values.

See Also

getStockInfo.sector: identifies sector of ticker if not specified. getSectorETF.sector: identifies sector ETF to be used for sector beta calculations.

Other data processing functions: getRiskMetrics

Examples

## Not run: 
getSlides("NVDA", sector="Technology", use.rfr = TRUE)

## End(Not run)

alec25/smif.package documentation built on May 22, 2019, 12:36 p.m.