beta.capm {rportfolio} | R Documentation |
Returns the Beta of Security using the CAPM Model
beta.capm(R1, R2)
R1 |
Returns data of the security |
R2 |
Returns data of the benchmark security |
Beta is a measure of the volatility–or systematic risk–of a security or portfolio compared to the market as a whole.
Value of the beta of the security
beta.capm(funds$ret1, funds$rfr)