Computes beta, risk free rate, expected return on stock and market.

ivt_capm_beta(risk_free, return_stock, return_market)

ivt_capm_stock_return(risk_free, return_market, beta)

ivt_capm_market_return(risk_free, return_stock, beta)

ivt_capm_risk_free(return_market, return_stock, beta)

Arguments

risk_free

Risk free rate.

return_stock

Expected return on the stock.

return_market

Expected return on the market.

beta

Beta for stock.

Examples

ivt_capm_beta(1.8, 13.64, 9.2)
#> [1] 1.6
ivt_capm_stock_return(7.8, 10.7, 1.2)
#> [1] 0.1128
ivt_capm_market_return(5.2, 6.5, 2.4)
#> [1] 0.05741667
ivt_capm_risk_free(7, 12.3, 2)
#> [1] 0.017