es
- Model
- Chart
Gets Expected Shortfall for specified stock dataframe.
Source Code: [link]
openbb.qa.es(data: pd.DataFrame, use_mean: bool = False, distribution: str = "normal", percentile: Union[float, int] = 99.9, portfolio: bool = False)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.DataFrame | Data dataframe | None | False |
| use_mean | bool | If one should use the data mean for calculation | False | True |
| distribution | str | Type of distribution, options: laplace, student_t, normal | normal | True |
| percentile | Union[float,int] | VaR percentile | 99.9 | True |
| portfolio | bool | If the data is a portfolio | False | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame with Expected Shortfall per percentile |
Prints table showing expected shortfall.
Source Code: [link]
openbb.qa.es_chart(data: pd.DataFrame, symbol: str = "", use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9, portfolio: bool = False)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.DataFrame | Data dataframe | None | False |
| use_mean | if one should use the data mean return | False | True | |
| symbol | str | name of the data | True | |
| distribution | str | choose distribution to use: logistic, laplace, normal | normal | True |
| percentile | int | es percentile | 99.9 | True |
| portfolio | bool | If the data is a portfolio | False | True |
Returns
This function does not return anything