okama.Portfolio.number_of_securities

property Portfolio.number_of_securities

Calculate the number of securities monthly time series for the portfolio assets.

The number of securities in the Portfolio is changing over time as the dividends are reinvested. Portfolio rebalancing also affects the number of securities.

Initial number of securities depends on the portfolio size in base currency (1000 units).

Returns:

DataFrame

Number of securities monthly time series for the portfolio assets.

Examples

>>> pf = ok.Portfolio(['SPY.US', 'BND.US'], ccy='USD', last_date='07-2021')
>>> pf.number_of_securities
           SPY.US     BND.US
Date
2007-05  3.261153   6.687174
2007-06  3.337216   6.758447
2007-07  3.407015   6.643519
2007-08  3.410268   6.663862
2007-09  3.372630   6.798730
           ...        ...
2021-03  3.273521  15.313911
2021-04  3.204779  15.685601
2021-05  3.196768  15.749127
2021-06  3.186124  15.879056
2021-07  3.166335  16.003569
[171 rows x 2 columns]