Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

2 Answers

· Write an Answer
Upvotes
Accepted
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))")


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
chavalit 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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.