exposuresTseries: Time series plots of Style Exposures

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

Time series plots of Style Exposures

Description

Plot the time series plot of returns and style exposures of the data.

Usage

exposuresTseries(
  data,
  tickers = NULL,
  which.exposures = c("SIZE", "P2B", "ENTVAL"),
  plot.returns = TRUE,
  axis.cex = 1,
  plot.type = "b",
  ...
)

Arguments

data	Dataframe with time series of style exposures and returns
tickers	character or vector of characters of Ticker symbols
which.exposures	exposures to plot
plot.returns	Logical. If 'TRUE', returns are also plotted along with the exposures.
axis.cex	numeric value to control the size of axis labels
plot.type	character defining the type of plot. Default is 'b'
...	other optional arguments

Value

Time series plots

Author(s)

Avinash Acharya

Examples

data("factorDataSetDjia5Yrs")

#One ticker with returns plot and one exposure
tickers = "BAC"
exposuresTseries(factorDataSetDjia5Yrs,tickers = tickers,which.exposures = "MKTCAP")

#Multiple Tickers without returns and all exposures.  
tickers = c("AA", "BAC", "IBM")
exposuresTseries(factorDataSetDjia5Yrs,tickers = tickers,plot.returns = FALSE)

#Multiple tickers With returns
exposuresTseries(factorDataSetDjia5Yrs,tickers = tickers,plot.returns = TRUE, axis.cex = 0.8,
plot.type="b")

braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.