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capm

Get Capital Asset Pricing Model (CAPM).

CAPM offers a streamlined way to assess the expected return on an investment while accounting for its risk relative to the market. It's a cornerstone of modern financial theory that helps investors understand the trade-off between risk and return, guiding more informed investment choices.

Parameters

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str


Returns

results: CAPMModel

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.


Data

market_risk: float
systematic_risk: float
idiosyncratic_risk: float