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
- standard
data
: list[openbb_core.provider.abstract.data.Data]
Time series data.
• Optional: False
target
: str
Target column name.
• Optional: False
Returns
results
: list[CAPMModel]
Serializable results.
provider
: None
Provider name.
warnings
: Optional[list[Warning_]]
list of warnings.
chart
: Optional[Chart]
Chart object.
extra
: dict[str, Any]
Extra info.
Data
- CAPMModel
market_risk
: float
systematic_risk
: float
idiosyncratic_risk
: float