# Calculate Capital Assets Pricing Model (CAPM) Metrics Based on Daily Gains

### Description

Calculate CAPM metrics for a stock relative to an index.

### Usage

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### Arguments

`tickers` |
Character string or vector of ticker symbols. |

`index.ticker` |
Character string indicating ticker symbol for the index that the stock is being compared to. |

`from` |
Date or character string in form of date (e.g. '1950-01-03' for January 3, 1950), indicating the starting date for the period of interest. |

`to` |
Date or character string in form of date (e.g. '2015-03-09' for March 9, 2015), indicating the ending date for the period of interest. |

`weights` |
Vector of numeric weights. |

`weights.popmoments` |
If TRUE, optimal weights are based on estimated population moments. |

`align.all` |
If TRUE, all dates are aligned. |

`decimals` |
Whole number indicating the number of decimal places you would like the CAPM metrics rounded to. |

`plot.characteristic` |
If TRUE, function plots characteristic lines for individual funds and optimally weighted portfolio. |

### Value

List where first element is list of trading dates, second element is matrix of growth of \$100, third element is data frame of performance metrics, fourth element is list of characteristic line regression fits, fifth element is covariance matrix, and sixth element is vector of optimal weights.

### Note

This function prints warnings which are typically nothing to worry about.

### Author(s)

Dane R. Van Domelen

### References

Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.

### See Also

NA

### Examples

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