Skip to main content

beta

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

NameTypeDescriptionDefaultOptional
symbolstrA ticker to calculate beta forNoneFalse
ref_symbolstrA reference ticker symbol for the beta calculation (default in terminal is SPY)NoneFalse
datapd.DataFrameThe selected ticker symbols price dataNoneTrue
ref_datapd.DataFrameThe reference ticker symbols price dataNoneTrue
intervalintThe interval of the ref_data. This will ONLY be used if ref_data is None1440True

Returns

TypeDescription
Tuple[pd.Series, pd.Series, float, float]Stock ticker symbols close-to-close returns, Reference ticker symbols close-to-close returns, beta, alpha