\HeaderA{table.CAPM}{Asset-Pricing Model Summary: Statistics and Stylized Facts}{table.CAPM}
\keyword{ts}{table.CAPM}
\keyword{multivariate}{table.CAPM}
\keyword{distribution}{table.CAPM}
\keyword{models}{table.CAPM}
\begin{Description}\relax
Takes a set of returns and relates them to a market benchmark. Provides a set of measures related to the excess return single index model, or CAPM.
\end{Description}
\begin{Usage}
\begin{verbatim}
table.CAPM(Ra, Rb, scale = NA, Rf = 0, digits = 4)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{Ra}] a vector of returns to test, e.g., the asset to be examined 
\item[\code{Rb}] a matrix, data.frame, or timeSeries of benchmark(s) to test the asset against. 
\item[\code{scale}] number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4) 
\item[\code{Rf}] risk free rate, in same period as your returns 
\item[\code{digits}] number of digits to round results to 
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
This table will show statistics pertaining to an asset against a set of benchmarks, or statistics for a set of assets against a benchmark.
\end{Details}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{CAPM.alpha}{CAPM.alpha}} \\
\code{\LinkA{CAPM.beta}{CAPM.beta}}  \\
\code{\LinkA{TrackingError}{TrackingError}}  \\
\code{\LinkA{ActivePremium}{ActivePremium}}  \\
\code{\LinkA{InformationRatio}{InformationRatio}}  \\
\code{\LinkA{TreynorRatio}{TreynorRatio}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(managers)
table.CAPM(managers[,1:3,drop=FALSE], managers[,8,drop=FALSE], Rf = managers[,10,drop=FALSE])
\end{ExampleCode}
\end{Examples}

