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.

Example

from openbb import obb

stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()
obb.quantitative.capm(data=stock_data, target='close')

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Parameters

• standard

Name	Type	Description	Default	Optional
data	List[Data]	Time series data.		False
target	str	Target column name.		False

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Returns

OBBject
    results : CAPMModel
        CAPM model summary.