awt_quant.risk.tearsheet¶

Module Contents¶

awt_quant.risk.tearsheet.compute_beta(portfolio_value_series, ticker='^GSPC')[source]¶

Calculate the beta of the portfolio against a benchmark index.

Args: portfolio_value_series (pandas.Series): Time series data of portfolio values. ticker (str): Ticker symbol of the benchmark index. Default is S&P 500 (‘^GSPC’).

Returns: float: Beta value of the portfolio.

awt_quant.risk.tearsheet.common_index(series1, series2)[source]¶

Returns the common index values of two series.

Args: series1 (pandas.Series): The first series. series2 (pandas.Series): The second series.

Returns: pandas.Index: The common index values of the two series.

awt_quant.risk.tearsheet.risk_tearSheet(data, time_input='2y', risk_free_rate=0.02, confidence_level=0.95, benchmark_ticker='^GSPC')[source]¶

awt_quant.risk.tearsheet.data[source]¶