regional_portfolio_returns
Regional portfolio returns.
Metadata for the selected dataset are returned in the
extra['results_metadata'] field of the response.
See the us_portfolio_returns endpoint for more details.
Examples
from openbb import obb
# Get model Regional portfolio returns used for constructing the Fama-French Factor models.
obb.famafrench.regional_portfolio_returns(provider='famafrench')
# Get portfolios formed by equal-weight, with annual returns.
obb.famafrench.regional_portfolio_returns(provider='famafrench', frequency='annual', measure='equal')
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.
Returns
results: FamaFrenchRegionalPortfolioReturns
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
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.