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93 lines
2.7 KiB
Markdown
Vendored
93 lines
2.7 KiB
Markdown
Vendored
---
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title: es
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description: This is a comprehensive guide on how to use OpenBB's quantitative analysis
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for Expected Shortfall (ES). The document explains how to get the Expected Shortfall
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for a specific stock dataframe and how to print a table showing expected shortfall
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using the ES chart. Both the Model and Chart have been clearly explained in the
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context of their parameters and return types.
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keywords:
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- Quantitative Analysis
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- Expected Shortfall
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- Percentile
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- ES Chart
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- Portfolio
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- use_mean
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- Distribution
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="qa.es - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Gets Expected Shortfall for specified stock dataframe.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_model.py#L355)]
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```python
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openbb.qa.es(data: pd.DataFrame, use_mean: bool = False, distribution: str = "normal", percentile: Union[float, int] = 99.9, portfolio: bool = False)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | pd.DataFrame | Data dataframe | None | False |
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| use_mean | bool | If one should use the data mean for calculation | False | True |
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| distribution | str | Type of distribution, options: laplace, student_t, normal | normal | True |
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| percentile | Union[float,int] | VaR percentile | 99.9 | True |
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| portfolio | bool | If the data is a portfolio | False | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | DataFrame with Expected Shortfall per percentile |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Prints table showing expected shortfall.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_view.py#L1108)]
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```python
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openbb.qa.es_chart(data: pd.DataFrame, symbol: str = "", use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9, portfolio: bool = False)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | pd.DataFrame | Data dataframe | None | False |
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| use_mean | | if one should use the data mean return | False | True |
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| symbol | str | name of the data | | True |
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| distribution | str | choose distribution to use: logistic, laplace, normal | normal | True |
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| percentile | int | es percentile | 99.9 | True |
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| portfolio | bool | If the data is a portfolio | False | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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