bayesline.api.equity.FactorModelApi.market_caps

abstract FactorModelApi.market_caps(*, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None) → DataFrame

Obtains the exposure-weighted market caps for this risk model.

Parameters

start: DateLike, optional

The start date of the data to return, inclusive.

end: DateLike, optional

The end date of the data to return, inclusive.

id_type: IdType, optional

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

Raises

ValueError

If the given id type is not supported or date range is invalid.

Returns

pl.DataFrame

The data for the given date range where the rows are the total market cap for each date, weighted by the exposure of each asset. For industry factors, this specifically means that the value is the sum of all assets in the estimation universe in that industry.