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victor.koyama avatar image
18 ●3 ●2 ●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

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apibeta
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Alex Putkov.1 avatar image   Alex Putkov.1

@victor.koyama

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

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
18.2k ●21 ●13 ●21

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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