| Option |
Description |
|
EQUALWEIGHT
|
Specifies the portfolio contains equal weights for
each asset.
|
|
GRAPHDATA
|
Displays a scatterplot of the risks and returns for
each of the stocks.
|
|
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.
|