Christoph Scheuch - Evaluate Performance using the Capital Asset Pricing Model
This webinar covers the Capital Asset Pricing Model (CAPM), starting with its intuitive derivation and its importance in finance. Participants will gain an understanding of Alpha and Beta and their roles in performance assessment. The webinar also includes an overview of popular CAPM extensions. Participants will learn to calculate Alpha and Beta in R with a step-by-step guide, from loading return data to estimating CAPM and interpreting the estimation results.
Main Sections
00:00 Introduction
09:19 Calculate asset returns & volatility
14:04 Calculate risk-free asset & Sharpe ration
21:16 Calculate the tangency portfolio
23:07 Plot the capital market line
28:09 Estimate asset betas
35:48 Evaluate asset performance with the CAPM
slide deck: https://talks.tidy-finance.org/#r-con...
Tidy Finance Project - https://www.tidy-finance.org/
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