Salt Financial
Trubeta Equity Metrics
Equity Analytics
Delivery Frequency/Timezone
Daily/EST
History
Equities (Since 2004), ETFs (Since 2011)
Coverage
US Equities & ETFs
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
Equities |
|
| Date in yyyy-mm-dd format |
| Current exchange ticker |
| ISIN identifier |
| Historical beta calculated from 252 days of daily returns |
| Historical beta calculated from 60 months of monthly returns |
Historical beta on positive days for the S&P 500, previous 252 | |
| trading days |
Download full data dictionary
Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets. These files demonstrate a sample of the formats and content that can be delivered.
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