var

• Model
• Chart

Gets value at risk for specified stock dataframe.

Source Code: [link]

openbb.qa.var(data: pd.DataFrame, use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: Union[int, float] = 99.9, portfolio: bool = False)

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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
adjusted_var	bool	If one should return VaR adjusted for skew and kurtosis	False	True
student_t	bool	If one should use the student-t distribution	False	True
percentile	Union[int,float]	VaR percentile	99.9	True
portfolio	bool	If the data is a portfolio	False	True

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Returns

Type	Description
pd.DataFrame	DataFrame with Value at Risk per percentile

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Prints table showing VaR of dataframe.

Source Code: [link]

openbb.qa.var_chart(data: pd.DataFrame, symbol: str = "", use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: float = 99.9, data_range: int = 0, portfolio: bool = False)

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Parameters

Name	Type	Description	Default	Optional
data	pd.Dataframe	Data dataframe	None	False
use_mean	bool	if one should use the data mean return	False	True
symbol	str	name of the data		True
adjusted_var	bool	if one should have VaR adjusted for skew and kurtosis (Cornish-Fisher-Expansion)	False	True
student_t	bool	If one should use the student-t distribution	False	True
percentile	int	var percentile	99.9	True
data_range	int	Number of rows you want to use VaR over	0	True
portfolio	bool	If the data is a portfolio	False	True

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Returns

This function does not return anything

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