ivt_capm_beta: Capital asset pricing model
In rsquaredacademy/investorr: Tools for Quantitative Finance
Description
Usage
Arguments
Examples
Description
Computes beta, risk free rate, expected return on
stock and market.
Usage
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ivt_capm_beta(risk_free, return_stock, return_market)
ivt_capm_stock_return(risk_free, return_market, beta)
ivt_capm_market_return(risk_free, return_stock, beta)
ivt_capm_risk_free(return_market, return_stock, beta)
Arguments
risk_free
Risk free rate.
return_stock
Expected return on the stock.
return_market
Expected return on the market.
beta
Beta for stock.
Examples
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ivt_capm_beta(1.8, 13.64, 9.2)
ivt_capm_stock_return(7.8, 10.7, 1.2)
ivt_capm_market_return(5.2, 6.5, 2.4)
ivt_capm_risk_free(7, 12.3, 2)
rsquaredacademy/investorr documentation built on May 14, 2019, 2:12 p.m.
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Description Usage Arguments Examples
Description
Computes beta, risk free rate, expected return on stock and market.
Usage
1 2 3 4 5 6 7 | ivt_capm_beta(risk_free, return_stock, return_market)
ivt_capm_stock_return(risk_free, return_market, beta)
ivt_capm_market_return(risk_free, return_stock, beta)
ivt_capm_risk_free(return_market, return_stock, beta)
|
Arguments
risk_free |
Risk free rate. |
return_stock |
Expected return on the stock. |
return_market |
Expected return on the market. |
beta |
Beta for stock. |
Examples
1 2 3 4 | ivt_capm_beta(1.8, 13.64, 9.2)
ivt_capm_stock_return(7.8, 10.7, 1.2)
ivt_capm_market_return(5.2, 6.5, 2.4)
ivt_capm_risk_free(7, 12.3, 2)
|
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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