quantbrasil holdings beta

quantbrasil holdings beta <holding-id>

quantbrasil holdings beta 123 --years 3

export interface PortfolioBetaResponse {
  source_type: "saved_holding";
  portfolio_id: number | null;
  portfolio_name: string | null;
  benchmark: "IBOV";
  lookback_years: number;
  beta: number;
  correlation: number;
  daily_volatility: number;
  annualized_volatility: number;
  long_exposure_pct: number;
  short_exposure_pct: number;
  total_weight_pct: number;
  holdings: BetaHolding[];
  summary_markdown: string;
  assumptions: string[];
  warnings: string[];
}

export interface BetaHolding {
  ticker: string;
  weight_pct: number;
  beta: number | null;
  weighted_beta: number | null;
  correlation: number | null;
  asset_daily_volatility: number | null;
  benchmark_daily_volatility: number | null;
  last_updated: string | null;
}

{
  "source_type": "saved_holding",
  "portfolio_id": 182,
  "portfolio_name": "Longo Prazo",
  "benchmark": "IBOV",
  "lookback_years": 3,
  "beta": 0.94,
  "correlation": 0.82,
  "daily_volatility": 0.015,
  "annualized_volatility": 0.238,
  "long_exposure_pct": 100,
  "short_exposure_pct": 0,
  "total_weight_pct": 100,
  "holdings": [
    {
      "ticker": "PETR4",
      "weight_pct": 60,
      "beta": 1.02,
      "weighted_beta": 0.612,
      "correlation": 0.85,
      "asset_daily_volatility": 0.019,
      "benchmark_daily_volatility": 0.012,
      "last_updated": "2026-07-16"
    },
    {
      "ticker": "VALE3",
      "weight_pct": 40,
      "beta": 0.82,
      "weighted_beta": 0.328,
      "correlation": 0.78,
      "asset_daily_volatility": 0.017,
      "benchmark_daily_volatility": 0.012,
      "last_updated": "2026-07-16"
    }
  ],
  "summary_markdown": "A carteira Longo Prazo tem beta 0,94 contra o IBOV.",
  "assumptions": ["Janela de 3 anos de retornos diários."],
  "warnings": []
}