beta
- Model
- Chart
Calculate beta for a ticker and a reference ticker.
Source Code: [link]
openbb.stocks.qa.beta(symbol: str, ref_symbol: str, data: Optional[pd.DataFrame] = None, ref_data: Optional[pd.DataFrame] = None, interval: int = 1440)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | A ticker to calculate beta for | None | False |
ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
data | pd.DataFrame | The selected ticker symbols price data | None | True |
ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | True |
Returns
Type | Description |
---|---|
Tuple[pd.Series, pd.Series, float, float] | Stock ticker symbols close-to-close returns, Reference ticker symbols close-to-close returns, beta, alpha |
Display the beta scatterplot + linear regression.
Source Code: [link]
openbb.stocks.qa.beta_chart(symbol: str, ref_symbol: str, data: Optional[pd.DataFrame] = None, ref_data: Optional[pd.DataFrame] = None, interval: int = 1440, export: str = "", sheet_name: Optional[str] = None, external_axes: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | A ticker to calculate beta for | None | False |
ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
data | pd.DataFrame | The selected ticker symbols price data | None | True |
ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | True |
export | str | Export dataframe data or plot to csv,json,xlsx,jpeg,pdf,png,svg file | True | |
sheet_name | str | Optionally specify the name of the sheet the data is exported to. | None | True |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything