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")
obb.quantitative.capm(data=stock_data, target="close")
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.