Fama French International Index Returns
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FamaFrenchInternationalIndexReturns | FamaFrenchInternationalIndexReturnsQueryParams | FamaFrenchInternationalIndexReturnsData |
Import Statement
from openbb_core.provider.standard_models. import (
FamaFrenchInternationalIndexReturnsData,
FamaFrenchInternationalIndexReturnsQueryParams,
)
Parameters
- standard
- famafrench
index: str | None
Default: all
International index to fetch the portfolio returns for. Defaults to 'all'.
measure: str | None
Default: usd
The measure to fetch for the portfolio. Only 'annual' frequency is supported for 'ratios'.
frequency: str | None
Default: monthly
The frequency of the data to fetch. Ignored when measure is set to 'ratios'.
dividends: bool | None
When False, portoflios exclude dividends.
all_data_items_required: bool | None
If True (default), includes firms with data for all four ratios. When False, includes only firms with Book-to-Market (B/M) data.
start_date: date | None | str
The start date for the data. Defaults to the earliest available date.
end_date: date | None | str
The end date for the data. Defaults to the latest available date.
Data
- standard
- famafrench
date: date | str
The date of the data.
mkt: float | None
Value-weighted market return (Mkt). Includes only firms with all four ratios when all_data_items_required is True, otherwise all firms with book-to-market data. Not returned if measure is set to 'ratios'. Values are in percent.
firms: int | None
The number of firms, relative to all_data_items_required parameter. Only returned when measure is set to 'ratios'.
bm: float | None
Book to Market equity ratio. Only returned when measure is set to 'ratios'. Reported as the ratio multiplied by 100.
be_me_high: float | None
Book Equity to Market Equity returns for the value portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
be_me_low: float | None
Book Equity to Market Equity returns for the growth portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
ep: float | None
Earnings to Price ratio. Only returned when measure is set to 'ratios'. Reported as the ratio multiplied by 100.
e_p_high: float | None
Earnings to Price returns for the value portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
e_p_low: float | None
Earnings to Price returns for the growth portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
ce_p: float | None
Cash Earnings to Price ratio. Only returned when measure is set to 'ratios'. Reported as the ratio multiplied by 100.
ce_p_high: float | None
Cash Earnings to Price returns for the value portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
ce_p_low: float | None
Cash Earnings to Price returns for the growth portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
yld: float | None
Dividend Yield ratio. Only returned when measure is set to 'ratios'. Reported as the ratio multiplied by 100.
yld_high: float | None
Dividend Yield returns for the value portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
yld_low: float | None
Dividend Yield returns for the growth portfolio. Not returned if measure is set to 'ratios'. Values are in percent.
yld_zero: float | None
Dividend Yield returns for firms not paying dividends. Not returned if measure is set to 'ratios'. Values are in percent.