jensens
Get jensen's alpha
Source Code: [link]
openbb.portfolio.metric.jensens(portfolio_engine: portfolio_engine.PortfolioEngine, risk_free_rate: float = 0, window: str = "1y")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. | None | False |
| window | str | Interval used for rolling values | 1y | True |
| risk_free_rate | float | Risk free rate | 0 | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame of jensens's alpha during different time windows |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.metric.jensens(p)