PortRisk (version 1.1.0)

volatility: Individual Volatility of Stock(s)

Description

Volatility of one or more stock(s) for a given time period.

Usage

volatility(tickers, start, end, data)

Arguments

tickers

List of ticker names of companies. A character vector.

start

Start date in the format "yyyy-mm-dd".

end

End date in the format "yyyy-mm-dd".

data

A zoo object whose rownames are dates and colnames are ticker names of the companies. Values of the table corresponds to the daily returns of the stocks of corresponding ticker names.

Value

A named numeric vector of volatility in percentage with names being the ticker names of the stocks given as input in tickers.

Details

Volatility of a given stock for a time period is defined as the standard deviation of the returns of that stock in that time period.

See Also

zoo

Examples

data(SnP500Returns)
tckk <- colnames(SnP500Returns)

# volatility of the stock of the company Apple
# for the time period January 1, 2013 - January 31, 2013
volatility("AAPL", start = "2013-01-01",
            end = "2013-01-31", data = SnP500Returns)

# volatility of the first three stocks in SnP500Returns
# for the time period January 1, 2013 - January 31, 2013
volatility(tickers = tckk[1:3], start = "2013-01-01",
            end = "2013-01-31", data = SnP500Returns)