excess_return: Excess return
In maxto/qapi: Low-level functions for quantitative analysis
excess_return R Documentation
Excess return
Description
Return on asset - risk free rate
Usage
excess_return(x, frisk = 0)
Arguments
x
asset returns
frisk
annual free-risk rate. For daily rate (frisk/252), weekly (frisk/52), monthly (frisk/12), etc
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039)
excess_return(xx,frisk=0.02/12)
maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.
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| excess_return | R Documentation |
Excess return
Description
Return on asset - risk free rate
Usage
excess_return(x, frisk = 0)
Arguments
x |
asset returns |
frisk |
annual free-risk rate. For daily rate (frisk/252), weekly (frisk/52), monthly (frisk/12), etc |
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039)
excess_return(xx,frisk=0.02/12)
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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