Beta

v1.0.0

Compute the beta of one or several portfolio(s) in the Capital Asset Pricing Model (CAPM).

References

Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution

Input

{
  "type": "object"
}

Output

{
  "type": "object",
  "required": [
    "portfolios"
  ],
  "properties": {
    "portfolios": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "portfolioBeta"
        ],
        "properties": {
          "portfolioBeta": {
            "type": "number",
            "description": "The portfolio beta, which correponds to the portfolio systematic risk in the Capital Asset Pricing Model (CAPM)"
          }
        }
      }
    }
  }
}