CAPM expected return + Jensen alpha

Code-Snippets

curl "https://api.oanor.com/capm-api/v1/capm" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/capm-api/v1/capm", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/capm-api/v1/capm");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/capm-api/v1/capm",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "beta": 1.2,
        "mode": "direct",
        "note": "Expected return = risk_free + beta x (market_return - risk_free). All rates as fractions (0.08 = 8%).",
        "source": "CAPM",
        "risk_free": 0.02,
        "market_return": 0.08,
        "market_risk_premium": 0.06,
        "capm_expected_return": 0.092
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:25.206Z",
        "request_id": "416dc418-e510-44c3-8b09-2aa345e6ca77"
    },
    "status": "ok",
    "message": "CAPM computed",
    "success": true
}