portReturn: Estimate return and risk of a portfolio
In jankcorn/stockPortfolio: Build stock models and analyze stock portfolios.

Description Usage Arguments Value Author(s) See Also Examples

Given a portfolio allocation X and a model, identify the estimated return and risk associated with X.

1	portReturn(model, X)

`model`	An object of class `"stockModel"`.
`X`	The portfolio allocation.

portReturn returns a list of the following items:

`R`	The estimated return.
`V`	The estimated risk squared.
`X`	The allocation, which is the second argument.
`ticker`	The tickers from the model.
`model`	An object of class `"stockModel"`, which is the same model provided to the function.

David Diez

stockModel

#===> basics <===#
data(stock94)
sm <- stockModel(stock94, model='SIM', index=25)
op <- optimalPort(sm)
prOp <- portReturn(sm, op$X)
prUn <- portReturn(sm, rep(1, 24)/24)
print(prOp)
summary(prOp)
summary(prUn)

#===> plotting a "portReturn" object <===#
par(mfrow=c(2,2))
plot(prOp) # provides a heat map of the allocation
plot(prUn) # a boring heat map of allocation
plot(prOp, col=2:5) # many random colors
plot(prUn, col=1) # all black