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
: 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
Returns
results
: list[FamaFrenchRegionalPortfolioReturns]
Serializable results.
provider
: Optional[Literal['famafrench']]
Provider name.
warnings
: Optional[list[Warning_]]
list of warnings.
chart
: Optional[Chart]
Chart object.
extra
: dict[str, Any]
Extra info.
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