beta.capm {rportfolio}

CAPM Beta

Description

Returns the Beta of Security using the CAPM Model

Usage

beta.capm(R1, R2)

Arguments

R1

Returns data of the security

R2

Returns data of the benchmark security

Details

Beta is a measure of the volatility–or systematic risk–of a security or portfolio compared to the market as a whole.

Value

Value of the beta of the security

Examples

beta.capm(funds$ret1, funds$rfr)