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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: 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

market_risk: float

systematic_risk: float

idiosyncratic_risk: float