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victor.koyama avatar image
18 ●2 ●0 ●3

Beta of a Foreign Security

Hello,

I'm currently trying to retrieve the beta of CZZ (NYSE traded stock) in relation to .BVSP (São Paulo Exchange Index). I'd like to know if there's a way of retrieving this data from Eikon Python API.

Obs: If I try to get this data normally ('TR.BetaDaily180D','TR.BetaFiveYear' or something of the kind), what I retrieve is the beta related to .SPX. However, what I really want is a way to get this value for the .BVSP Index. Is there a way of doing this without having to incur in manual calculations?

Thanks

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2 Answers

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marcin.bunkowski avatar image
3.8k ●4 ●4 ●6

Hi @victor.koyama

You can try with some workaround:

ek.get_data("CZZ","RSLOPE('.BVSP',PERCENT_CHG(TR.PriceClose(Sdate=-5Y,Edate=0D,Curn=USD,Frq=M),Lag=-1M))")


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chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @victor.koyama

The "TR.BetaDaily180D" and "TR.BetaFiveYear" fields do not support "custom index" parameter.

I believe that you have to calculate it manually.

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