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variance

Calculate the variance of a target column.

Variance measures the dispersion of a set of data points around their mean. It is a key metric for assessing the volatility and stability of financial returns or other time series data.

Examples​

from openbb import obb
# Get Variance.
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.stats.variance(data=returns, target="close")
obb.quantitative.stats.variance(target='close', data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}])

Parameters​

NameTypeDescriptionDefaultOptional
dataList[Data]The time series data as a list of data points.False
targetstrThe name of the column for which to calculate variance.False

Returns​

OBBject
    results : List[Data]
        An object containing the rolling variance values.

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