| Option |
Description |
|
GRAPHDATA
|
Displays a scatterplot of the risks and returns for each of the stocks.
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|
GRAPHFRONT
|
Plots the minimum-variance risk-return frontier.
|
|
GRAPHLINE
|
Adds a line on the frontier plot from the risk-free rate of interest to the tangency point on the risk-return frontier.
|
|
INRATES
|
Specifies that the stock price data is in rates of return.
|
|
LIST
|
Lists the rates of return on the SHAZAM output.
|
|
PFRONTIER
|
Prints a listing of the minimum-variance risk-return frontier.
|
|
SHARES
|
Specifies that the command line includes names of variables containing the corresponding number of shares for each stock price variable.
|
|
WEIGHTS
|
Specifies that the command line includes names of variables containing the corresponding weights for each stock price variable. The weights are normalized to sum to unity.
|
|
INDEX=
|
Specifies the name of a variable containing the price of a stock market index.
|
|
RETURNS=
|
Specifies a variable for saving the portfolio returns for the risk-return frontier (200 values are saved), the mean returns for each stock and the returns listed in the EFFICIENT PORTFOLIOS table on the SHAZAM output.
|
|
RISKFREE=
|
Specifies the risk-free rate of interest. It should be in percent.
|
|
RISKS=
|
Specifies a variable for saving the portfolio standard deviations. See the RETURNS= option.
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