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
: Literal['asia_pacific_ex_japan_25_portfolios_me_be-me', 'asia_pacific_ex_japan_25_portfolios_me_be-me_daily', 'asia_pacific_ex_japan_25_portfolios_me_inv', 'asia_pacific_ex_japan_25_portfolios_me_inv_daily', 'asia_pacific_ex_japan_25_portfolios_me_op', 'asia_pacific_ex_japan_25_portfolios_me_op_daily', 'asia_pacific_ex_japan_25_portfolios_me_prior_12_2', 'asia_pacific_ex_japan_25_portfolios_me_prior_250_20_daily', 'asia_pacific_ex_japan_32_portfolios_me_be-me_inv_2x4x4', 'asia_pacific_ex_japan_32_portfolios_me_be-me_op_2x4x4', 'asia_pacific_ex_japan_32_portfolios_me_inv_op_2x4x4', 'asia_pacific_ex_japan_6_portfolios_me_be-me', 'asia_pacific_ex_japan_6_portfolios_me_be-me_daily', 'asia_pacific_ex_japan_6_portfolios_me_inv', 'asia_pacific_ex_japan_6_portfolios_me_inv_daily', 'asia_pacific_ex_japan_6_portfolios_me_op', 'asia_pacific_ex_japan_6_portfolios_me_op_daily', 'asia_pacific_ex_japan_6_portfolios_me_prior_12_2', 'asia_pacific_ex_japan_6_portfolios_me_prior_250_20_daily', 'developed_25_portfolios_me_be-me', 'developed_25_portfolios_me_be-me_daily', 'developed_25_portfolios_me_inv', 'developed_25_portfolios_me_inv_daily', 'developed_25_portfolios_me_op', 'developed_25_portfolios_me_op_daily', 'developed_25_portfolios_me_prior_12_2', 'developed_25_portfolios_me_prior_250_20_daily', 'developed_32_portfolios_me_be-me_inv_2x4x4', 'developed_32_portfolios_me_be-me_op_2x4x4', 'developed_32_portfolios_me_inv_op_2x4x4', 'developed_6_portfolios_me_be-me', 'developed_6_portfolios_me_be-me_daily', 'developed_6_portfolios_me_inv', 'developed_6_portfolios_me_inv_daily', 'developed_6_portfolios_me_op', 'developed_6_portfolios_me_op_daily', 'developed_6_portfolios_me_prior_12_2', 'developed_6_portfolios_me_prior_250_20_daily', 'developed_ex_us_25_portfolios_me_be-me', 'developed_ex_us_25_portfolios_me_be-me_daily', 'developed_ex_us_25_portfolios_me_inv', 'developed_ex_us_25_portfolios_me_inv_daily', 'developed_ex_us_25_portfolios_me_op', 'developed_ex_us_25_portfolios_me_op_daily', 'developed_ex_us_25_portfolios_me_prior_12_2', 'developed_ex_us_25_portfolios_me_prior_250_20_daily', 'developed_ex_us_32_portfolios_me_be-me_inv_2x4x4', 'developed_ex_us_32_portfolios_me_be-me_op_2x4x4', 'developed_ex_us_32_portfolios_me_inv_op_2x4x4', 'developed_ex_us_6_portfolios_me_be-me', 'developed_ex_us_6_portfolios_me_be-me_daily', 'developed_ex_us_6_portfolios_me_inv', 'developed_ex_us_6_portfolios_me_inv_daily', 'developed_ex_us_6_portfolios_me_op', 'developed_ex_us_6_portfolios_me_op_daily', 'developed_ex_us_6_portfolios_me_prior_12_2', 'developed_ex_us_6_portfolios_me_prior_250_20_daily', 'emerging_markets_4_portfolios_be-me_inv', 'emerging_markets_4_portfolios_be-me_op', 'emerging_markets_4_portfolios_op_inv', 'emerging_markets_6_portfolios_me_be-me', 'emerging_markets_6_portfolios_me_inv', 'emerging_markets_6_portfolios_me_op', 'emerging_markets_6_portfolios_me_prior_12_2', 'europe_25_portfolios_me_be-me', 'europe_25_portfolios_me_be-me_daily', 'europe_25_portfolios_me_inv', 'europe_25_portfolios_me_inv_daily', 'europe_25_portfolios_me_op', 'europe_25_portfolios_me_op_daily', 'europe_25_portfolios_me_prior_12_2', 'europe_25_portfolios_me_prior_250_20_daily', 'europe_32_portfolios_me_be-me_inv_2x4x4', 'europe_32_portfolios_me_be-me_op_2x4x4', 'europe_32_portfolios_me_inv_op_2x4x4', 'europe_6_portfolios_me_be-me', 'europe_6_portfolios_me_be-me_daily', 'europe_6_portfolios_me_inv', 'europe_6_portfolios_me_inv_daily', 'europe_6_portfolios_me_op', 'europe_6_portfolios_me_op_daily', 'europe_6_portfolios_me_prior_12_2', 'europe_6_portfolios_me_prior_250_20_daily', 'japan_25_portfolios_me_be-me', 'japan_25_portfolios_me_be-me_daily', 'japan_25_portfolios_me_inv', 'japan_25_portfolios_me_inv_daily', 'japan_25_portfolios_me_op', 'japan_25_portfolios_me_op_daily', 'japan_25_portfolios_me_prior_12_2', 'japan_25_portfolios_me_prior_250_20_daily', 'japan_32_portfolios_me_be-me_inv_2x4x4', 'japan_32_portfolios_me_be-me_op_2x4x4', 'japan_32_portfolios_me_inv_op_2x4x4', 'japan_6_portfolios_me_be-me', 'japan_6_portfolios_me_be-me_daily', 'japan_6_portfolios_me_inv', 'japan_6_portfolios_me_inv_daily', 'japan_6_portfolios_me_op', 'japan_6_portfolios_me_op_daily', 'japan_6_portfolios_me_prior_12_2', 'japan_6_portfolios_me_prior_250_20_daily', 'north_america_25_portfolios_me_be-me', 'north_america_25_portfolios_me_be-me_daily', 'north_america_25_portfolios_me_inv', 'north_america_25_portfolios_me_inv_daily', 'north_america_25_portfolios_me_op', 'north_america_25_portfolios_me_op_daily', 'north_america_25_portfolios_me_prior_12_2', 'north_america_25_portfolios_me_prior_250_20_daily', 'north_america_32_portfolios_me_be-me_inv_2x4x4', 'north_america_32_portfolios_me_be-me_op_2x4x4', 'north_america_32_portfolios_me_inv_op_2x4x4', 'north_america_6_portfolios_me_be-me', 'north_america_6_portfolios_me_be-me_daily', 'north_america_6_portfolios_me_inv', 'north_america_6_portfolios_me_inv_daily', 'north_america_6_portfolios_me_op', 'north_america_6_portfolios_me_op_daily', 'north_america_6_portfolios_me_prior_12_2', 'north_america_6_portfolios_me_prior_250_20_daily']
The specific portfolio file to fetch.
• Default: developed_ex_us_6_portfolios_me_op
• Optional: True
measure
: Literal['value', 'equal', 'number_of_firms', 'firm_size']
The measure to fetch for the portfolio.
• Default: value
• Optional: True
frequency
: Literal['monthly', 'annual']
The frequency of the data to fetch. Ignored when the portfolio ends with 'daily'.
• Default: monthly
• Optional: True
start_date
: Union[date, str]
The start date for the data. Defaults to the earliest available date.
• Optional: True
end_date
: Union[date, str]
The end date for the data. Defaults to the latest available date.
• Optional: True
Data
- standard
- famafrench
date
: Union[date, str]
The date of the data.
portfolio
: str
The individual portfolio formation within the portfolio file.
measure
: Literal['value', 'equal', 'number_of_firms', 'firm_size']
The measure of the portfolio.
value
: Union[int, float]
The value represented by the 'measure'. Missing data are indicated by -99.99 or -999