beta
- Model
- Chart
Calculate beta for a ticker and a reference ticker.
Source Code: [link]
openbb.stocks.qa.beta(symbol: str, ref_symbol: str, data: pd.DataFrame = None, ref_data: pd.DataFrame = None, interval: int = 1440)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | A ticker to calculate beta for | None | False |
ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
data | pd.DataFrame | The selected ticker symbols price data | None | True |
ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | True |
Returns
Type | Description |
---|---|
Tuple[pd.Series, pd.Series, float, float] | Stock ticker symbols close-to-close returns, Reference ticker symbols close-to-close returns, beta, alpha |
Display the beta scatterplot + linear regression.
Source Code: [link]
openbb.stocks.qa.beta_chart(symbol: str, ref_symbol: str, data: pd.DataFrame = None, ref_data: pd.DataFrame = None, interval: int = 1440, export: str = "")
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | A ticker to calculate beta for | None | False |
ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
data | pd.DataFrame | The selected ticker symbols price data | None | True |
ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | True |
Returns
This function does not return anything