ivt_stock_risk_return: Risk and return
In rsquaredacademy/investorr: Tools for Quantitative Finance

Description Usage Arguments Examples

Computes expected return, risk, beta and risk free rate.

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ivt_stock_risk_return(probs, returns)

ivt_pf_risk_return(probs, returns_1, returns_2, correlation, weight_1)

`probs`	Probability distribution of future returns.
`returns`	Returns on stock.
`returns_1`	Returns on stock 1.
`returns_2`	Returns on stock 2.
`correlation`	Correlation between stock returns.
`weight_1`	Proportion of portfolio invested in stock 1.

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ivt_stock_risk_return(c(20, 30, 30, 20), c(5, 10, 15, 20))
ivt_pf_risk_return(c(20, 30, 30, 20), c(5, 10, 15, 20), c(50, 30, 10, -10),
correlation = 1, weight_1 = 0.5)