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.
obb.quantitative.capm(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], target: str)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Time series data. | None | False |
| target | str | Target column name. | None | False |
Returns
CAPM model summary.