Trubeta is a proprietary metric that leverages intraday pricing data, multiple historical data frames, and machine learning to estimate forward-looking market beta. It is designed to be responsive to current market movements to deliver a more accurate assessment of market risk.
Data field descriptions
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Equities |
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date |
Date in yyyy-mm-dd format |
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ticker |
Current exchange ticker |
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isin |
ISIN identifier |
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beta_1y |
Historical beta calculated from 252 days of daily returns |
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beta_5yr |
Historical beta calculated from 60 months of monthly returns |
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Historical beta on positive days for the S&P 500, previous 252 |
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up_beta_1yr |
trading days |
Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets. These sample files demonstrate a sample of the formats and content that can be delivered
