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94 lines
2.9 KiB
Markdown
Vendored
94 lines
2.9 KiB
Markdown
Vendored
---
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title: beta
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description: Learn how to calculate beta for a ticker and a reference ticker, and
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display it with a scatterplot and linear regression, using OpenBB - an open source
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finance tool. The page includes source code and parameters to correctly perform
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and visualize these actions.
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keywords:
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- Docusaurus page optimization
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- Beta calculation
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- Ticker symbol
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- Reference ticker symbol
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- Stock market analysis
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- Quantitative analysis
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- Data visualization
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- Scatterplot
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- Linear regression
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- Open source finance
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="stocks.qa.beta - 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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Calculate beta for a ticker and a reference ticker.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/stocks/quantitative_analysis/beta_model.py#L11)]
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```python
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openbb.stocks.qa.beta(symbol: str, ref_symbol: str, data: pd.DataFrame = None, ref_data: pd.DataFrame = None, interval: int = 1440)
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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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| symbol | str | A ticker to calculate beta for | None | False |
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| ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
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| data | pd.DataFrame | The selected ticker symbols price data | None | True |
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| ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
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| interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| Tuple[pd.Series, pd.Series, float, float] | Stock ticker symbols close-to-close returns, Reference ticker symbols close-to-close returns, beta, alpha |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display the beta scatterplot + linear regression.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/stocks/quantitative_analysis/beta_view.py#L18)]
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```python
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openbb.stocks.qa.beta_chart(symbol: str, ref_symbol: str, data: pd.DataFrame = None, ref_data: pd.DataFrame = None, interval: int = 1440, export: str = "")
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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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| symbol | str | A ticker to calculate beta for | None | False |
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| ref_symbol | str | A reference ticker symbol for the beta calculation (default in terminal is SPY) | None | False |
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| data | pd.DataFrame | The selected ticker symbols price data | None | True |
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| ref_data | pd.DataFrame | The reference ticker symbols price data | None | True |
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| interval | int | The interval of the ref_data. This will ONLY be used if ref_data is None | 1440 | 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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