portReturn {stockPortfolio} | R Documentation |
Given a portfolio allocation X
and a model, identify the estimated return and risk associated with X
.
portReturn(model, X)
model |
An object of class "stockModel" . |
X |
The portfolio allocation. |
portReturn
returns a list of the following items:
R |
The estimated return. |
V |
The estimated risk squared. |
X |
The allocation, which is the second argument. |
ticker |
The tickers from the model. |
model |
An object of class "stockModel" , which is the same model provided to the function. |
David Diez
#===> basics <===# data(stock94) sm <- stockModel(stock94, model='SIM', index=25) op <- optimalPort(sm) prOp <- portReturn(sm, op$X) prUn <- portReturn(sm, rep(1, 24)/24) print(prOp) summary(prOp) summary(prUn) #===> plotting a "portReturn" object <===# par(mfrow=c(2,2)) plot(prOp) # provides a heat map of the allocation plot(prUn) # a boring heat map of allocation plot(prOp, col=2:5) # many random colors plot(prUn, col=1) # all black