Beta of a Foreign Security

victor.koyama
victor.koyama Newcomer
in Eikon Data APIs

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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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    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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