summary-methods: Factor performance summary

Description Usage Arguments Value

Description

Factor performance summary method. Returns factor returns by month and year.

Usage

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summary(object, leg = "factor")

## S4 method for signature 'AssetPricingFactor'
summary(object, leg = "factor")

Arguments

object

an S4 object of class AssetPricingFactor.

leg

a character vector. 'long', 'short' and 'factor' display the returns for the long, short and the factor itself respectively. Defaults to 'factor'.

Value

A data.frame with months as colums and years as rows. Column total shows the cumulated return for the corresponding year.


bautheac/factorem documentation built on June 7, 2021, 12:11 p.m.