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57 lines
2.0 KiB
Markdown
Vendored
57 lines
2.0 KiB
Markdown
Vendored
---
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title: es
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description: Documentation page for using the Expected Shortfall (ES) function in
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Python. Provides detailed examples, parameter usage, and options for calculations.
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keywords:
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- Expected Shortfall
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- stock
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- distribution
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- percentile
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- ES
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- calculations
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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/es - Reference | OpenBB Terminal Docs" />
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Provides Expected Shortfall (short: ES) of the selected stock.
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### Usage
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```python
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es [-m] [-d {laplace,student_t,logistic,normal}] [-p PERCENTILE]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| use_mean | If one should use the mean of the stocks return | False | True | None |
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| distributions | Distribution used for the calculations | normal | True | laplace, student_t, logistic, normal |
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| percentile | Percentile for calculations, i.e. input 99.9 equals a 99.9 Percent Expected Shortfall | 99.9 | True | None |
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---
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## Examples
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```python
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2022 Feb 25, 06:50 (🦋) /stocks/qa/ $ es
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TSLA Expected Shortfall
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┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━┓
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┃ ┃ ES: ┃ Historical ES: ┃
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┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━┩
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│ 90.0% │ -0.0752 │ -0.0705 │
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├───────┼─────────┼────────────────┤
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│ 95.0% │ -0.0885 │ -0.0932 │
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├───────┼─────────┼────────────────┤
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│ 99.0% │ -0.1144 │ -0.1561 │
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├───────┼─────────┼────────────────┤
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│ 99.9% │ -0.1444 │ -0.2106 │
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└───────┴─────────┴────────────────┘
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```
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---
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