OpenBB/website/content/sdk/reference/qa/es.md

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es	OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

es

Gets Expected Shortfall for specified stock dataframe.

Source Code: [link]

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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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	Data dataframe	None	False
use_mean	bool	If one should use the data mean for calculation	False	True
distribution	str	Type of distribution, options: laplace, student_t, normal	normal	True
percentile	Union[float,int]	VaR percentile	99.9	True
portfolio	bool	If the data is a portfolio	False	True

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Returns

Type	Description
pd.DataFrame	DataFrame with Expected Shortfall per percentile

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Prints table showing expected shortfall.

Source Code: [link]

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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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	Data dataframe	None	False
use_mean		if one should use the data mean return	False	True
symbol	str	name of the data		True
distribution	str	choose distribution to use: logistic, laplace, normal	normal	True
percentile	int	es percentile	99.9	True
portfolio	bool	If the data is a portfolio	False	True

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Returns

This function does not return anything

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