Fama French US Portfolio Returns
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FamaFrenchUSPortfolioReturns | FamaFrenchUSPortfolioReturnsQueryParams | FamaFrenchUSPortfolioReturnsData |
Import Statement
from openbb_core.provider.standard_models. import (
FamaFrenchUSPortfolioReturnsData,
FamaFrenchUSPortfolioReturnsQueryParams,
)
Parameters
- standard
- famafrench
portfolio: Literal['portfolios_formed_on_me', 'portfolios_formed_on_me_wout_div', 'portfolios_formed_on_me_daily', 'portfolios_formed_on_be-me', 'portfolios_formed_on_be-me_wout_div', 'portfolios_formed_on_be-me_daily', 'portfolios_formed_on_op', 'portfolios_formed_on_op_wout_div', 'portfolios_formed_on_op_daily', 'portfolios_formed_on_inv', 'portfolios_formed_on_inv_wout_div', 'portfolios_formed_on_inv_daily', '6_portfolios_2x3', '6_portfolios_2x3_wout_div', '6_portfolios_2x3_weekly', '6_portfolios_2x3_daily', '25_portfolios_5x5', '25_portfolios_5x5_wout_div', '25_portfolios_5x5_daily', '100_portfolios_10x10', '100_portfolios_10x10_wout_div', '100_portfolios_10x10_daily', '6_portfolios_me_op_2x3', '6_portfolios_me_op_2x3_wout_div', '6_portfolios_me_op_2x3_daily', '25_portfolios_me_op_5x5', '25_portfolios_me_op_5x5_wout_div', '25_portfolios_me_op_5x5_daily', '100_portfolios_me_op_10x10', '100_portfolios_10x10_me_op_wout_div', '100_portfolios_me_op_10x10_daily', '6_portfolios_me_inv_2x3', '6_portfolios_me_inv_2x3_wout_div', '6_portfolios_me_inv_2x3_daily', '25_portfolios_me_inv_5x5', '25_portfolios_me_inv_5x5_wout_div', '25_portfolios_me_inv_5x5_daily', '100_portfolios_me_inv_10x10', '100_portfolios_10x10_me_inv_wout_div', '100_portfolios_me_inv_10x10_daily', '25_portfolios_beme_op_5x5', '25_portfolios_beme_op_5x5_wout_div', '25_portfolios_beme_op_5x5_daily', '25_portfolios_beme_inv_5x5', '25_portfolios_beme_inv_5x5_wout_div', '25_portfolios_beme_inv_5x5_daily', '25_portfolios_op_inv_5x5', '25_portfolios_op_inv_5x5_wout_div', '25_portfolios_op_inv_5x5_daily', '32_portfolios_me_beme_op_2x4x4', '32_portfolios_me_beme_op_2x4x4_wout_div', '32_portfolios_me_beme_inv_2x4x4', '32_portfolios_me_beme_inv_2x4x4_wout_div', '32_portfolios_me_op_inv_2x4x4', '32_portfolios_me_op_inv_2x4x4_wout_div', 'portfolios_formed_on_e-p', 'portfolios_formed_on_e-p_wout_div', 'portfolios_formed_on_cf-p', 'portfolios_formed_on_cf-p_wout_div', 'portfolios_formed_on_d-p', 'portfolios_formed_on_d-p_wout_div', '6_portfolios_me_ep_2x3', '6_portfolios_me_ep_2x3_wout_div', '6_portfolios_me_cfp_2x3', '6_portfolios_me_cfp_2x3_wout_div', '6_portfolios_me_dp_2x3', '6_portfolios_me_dp_2x3_wout_div', '6_portfolios_me_prior_12_2', '6_portfolios_me_prior_12_2_daily', '25_portfolios_me_prior_12_2', '25_portfolios_me_prior_12_2_daily', '10_portfolios_prior_12_2', '10_portfolios_prior_12_2_daily', '6_portfolios_me_prior_1_0', '6_portfolios_me_prior_1_0_daily', '25_portfolios_me_prior_1_0', '25_portfolios_me_prior_1_0_daily', '10_portfolios_prior_1_0', '10_portfolios_prior_1_0_daily', '6_portfolios_me_prior_60_13', '6_portfolios_me_prior_60_13_daily', '25_portfolios_me_prior_60_13', '25_portfolios_me_prior_60_13_daily', '10_portfolios_prior_60_13', '10_portfolios_prior_60_13_daily', 'portfolios_formed_on_ac', '25_portfolios_me_ac_5x5', 'portfolios_formed_on_beta', '25_portfolios_me_beta_5x5', 'portfolios_formed_on_ni', '25_portfolios_me_ni_5x5', 'portfolios_formed_on_var', '25_portfolios_me_var_5x5', 'portfolios_formed_on_resvar', '25_portfolios_me_resvar_5x5', '5_industry_portfolios', '5_industry_portfolios_wout_div', '5_industry_portfolios_daily', '10_industry_portfolios', '10_industry_portfolios_wout_div', '10_industry_portfolios_daily', '12_industry_portfolios', '12_industry_portfolios_wout_div', '12_industry_portfolios_daily', '17_industry_portfolios', '17_industry_portfolios_wout_div', '17_industry_portfolios_daily', '30_industry_portfolios', '30_industry_portfolios_wout_div', '30_industry_portfolios_daily', '38_industry_portfolios', '38_industry_portfolios_wout_div', '38_industry_portfolios_daily', '48_industry_portfolios', '48_industry_portfolios_wout_div', '48_industry_portfolios_daily', '49_industry_portfolios', '49_industry_portfolios_wout_div', '49_industry_portfolios_daily']
The specific portfolio file to fetch.
• Default: portfolios_formed_on_me
• 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 if the portfolio ends with 'daily' or 'weekly'.
• 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