beta_trailing50 {stocks}R Documentation

Beta for Last 50 Daily Gains

Description

Calculates beta for a ticker symbol based on the previous 50 daily gains.

Usage

beta_trailing50(ticker, bench = "SPY", ...)

Arguments

ticker

Character string with ticker symbols that Yahoo! Finance recognizes.

bench

Character string with ticker symbol for benchmark.

...

Arguments to pass to load_gains.

Value

Numeric value.

References

Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling Framework. R package version 0.4-12, https://CRAN.R-project.org/package=quantmod.

Examples

## Not run: 
# Calculate TLT's beta based on the previous 50 daily gains
beta_trailing50("TLT")

## End(Not run)



[Package stocks version 1.1.4 Index]