Alpha Estimator
Authors: Christoph Scheuch
Abstract: The Capital Asset Pricing Model (CAPM) is a foundational concept in finance, offering insight into the relationship between an asset’s risk and its expected return. My Shiny app allows users to select both an asset and a market for comparison, with the “market” representing a broad portfolio of all investable assets in line with CAPM principles.
The app is designed with an educational focus, featuring a vertically stacked module layout that supports a seamless narrative flow. This structure enhances its utility in instructional settings, such as in an upcoming webinar with the R Consortium, where I will use it to demonstrate the CAPM in action.
Full Description:
Shiny app: https://christophscheuch.shinyapps.io/app-alpha-estimator/
Repo: GitHub - tidy-intelligence/app-alpha-estimator
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