Fama French Regional Portfolio Returns
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FamaFrenchRegionalPortfolioReturns | FamaFrenchRegionalPortfolioReturnsQueryParams | FamaFrenchRegionalPortfolioReturnsData |
Import Statement
from openbb_core.provider.standard_models. import (
FamaFrenchRegionalPortfolioReturnsData,
FamaFrenchRegionalPortfolioReturnsQueryParams,
)
Parameters
- standard
- famafrench
portfolio: str | None
Default: developed_ex_us_6_portfolios_me_op
The specific portfolio file to fetch.
measure: str | None
Default: value
The measure to fetch for the portfolio.
frequency: str | None
Default: monthly
The frequency of the data to fetch. Ignored when the portfolio ends with 'daily'.
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.
portfolio: str
The individual portfolio formation within the portfolio file.
measure: str
The measure of the portfolio.
value: float | int | None
The value represented by the 'measure'. Returns are in percent for the 'value' and 'equal' measures. None where the source reports missing data.