Python API

List of nefindata’s python functions.

Cost of Capital/Equity

get_sector_cost_of_capital(sector[, agg, …]) Download data of an industrial sector cost of capital from NEFIN’s website.

Dividend Yield

get_dividend_yield([agg, agg_func]) Download Dividend Yield data from NEFIN’s website.

Market Illiquidity Index

get_illiquidity_index([agg, agg_func]) Download Market Illiquidity Index data from NEFIN’s website.

Loan Fees

get_loan_fees([agg, agg_func]) Download Loan Fees from NEFIN’s website.

Risk Factors

get_single_risk_factor(factor[, agg, agg_func]) Download a risk factor time series data from NEFIN’s website.
get_risk_factors([factors, agg, agg_func]) Download a risk factor time series data from NEFIN’s website.

Short Interest

get_short_interest([agg, agg_func]) Download Short Interest from NEFIN’s website.

Functions Definitions

nefindata.cost_capital.cost_capital_downloaders.get_sector_cost_of_capital(sector, agg=None, agg_func=None)[source]

Download data of an industrial sector cost of capital from NEFIN’s website. Data is available for 1, 5, 10 and 20-year projects.

Parameters:
  • sector (str) – Industry sector to download. Options are: ‘Basic’, ‘Construction’, ‘Consumer’, ‘Energy’, ‘Finance’, ‘Manufacturing’ and ‘Other’.
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ or ‘yearly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series of chosen sector
Return type:

pandas.core.dataframe
nefindata.dividend_yield.dividend_yield_downloaders.get_dividend_yield(agg=None, agg_func=None)[source]

Download Dividend Yield data from NEFIN’s website.

Parameters:
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ (or ‘yearly’) and ‘month’ (or ‘monhtly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series
Return type:

pandas.core.dataframe
nefindata.illiquidity_index.illiquidity_downloaders.get_illiquidity_index(agg=None, agg_func=None)[source]

Download Market Illiquidity Index data from NEFIN’s website.

Parameters:
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ or ‘yearly’. Defaults to None. Monthly data is the default.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series
Return type:

pandas.core.dataframe
nefindata.loan_fees.loan_fees_downloaders.get_loan_fees(agg=None, agg_func=None)[source]

Download Loan Fees from NEFIN’s website.

Parameters:
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ (or ‘yearly’) and ‘month’ (or ‘monhtly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series
Return type:

pandas.core.dataframe
nefindata.risk_factors.risk_factors_downloaders.get_risk_factors(factors=None, agg=None, agg_func=None)[source]

Download a risk factor time series data from NEFIN’s website.

Parameters:
  • factors (str or list-like) – Risk factors to download. Options are one or more out of: ‘Market’, ‘SMB’, ‘HML’, ‘WML’, ‘IML’ and ‘Rf’. If ‘all’ or None, then all factors will be downloaded.
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ (or ‘yearly’) and ‘month’ (or ‘monhtly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series of chosen risk factors
Return type:

pandas.core.dataframe
nefindata.risk_factors.risk_factors_downloaders.get_single_risk_factor(factor, agg=None, agg_func=None)[source]

Download a risk factor time series data from NEFIN’s website.

Parameters:
  • factor (str) – Risk factor to download. Options are: ‘Market’, ‘SMB’, ‘HML’, ‘WML’, ‘IML’ and ‘Rf’.
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ (or ‘yearly’) and ‘month’ (or ‘monhtly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series of chosen risk factor
Return type:

pandas.core.dataframe
nefindata.short_interest.short_interest_downloaders.get_short_interest(agg=None, agg_func=None)[source]

Download Short Interest from NEFIN’s website.

Parameters:
  • agg (str, optional) – Frequency to aggregate. Either ‘year’ (or ‘yearly’) and ‘month’ (or ‘monhtly’). Defaults to None.
  • agg_func (str, optional) – Function to apply at aggreagtion (e.g. ‘last’ or ‘mean’). If it is None, then it defaults to ‘last’.
Returns:

Pandas dataframe with (aggregated) time series
Return type:

pandas.core.dataframe