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1.2 KiB
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title, description
| title | description |
|---|---|
| es | OpenBB SDK Function |
es
Get portfolio expected shortfall
Source Code: [link]
openbb.portfolio.es(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. |
None | False |
| use_mean | if one should use the data mean return | False | True | |
| distribution | str | choose distribution to use: logistic, laplace, normal | normal | True |
| percentile | float | es percentile (%) | 99.9 | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame with portfolio expected shortfall |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.es(p)