Portfolio X-Ray API

OutputPerformanceTrailingReturnsItem

object
TimePeriodarray[object]
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Example

OutputPortfolioBenchmark

object

Portfolio benchmark data.

Typestring

Benchmark type.

Allowed values:StandardAutoAssetAutoCategoryCustom

Holdingsarray[object]
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Example

OutputPortfolioBenchmarkHolding

object
SecurityIdstring

Unique identifier of a security.

Weightnumber(double)

Percentage of portfolio assets allocated to this holding.

Example

OutputPriceRatios

object

Price ratio data for the portfolio and benchmark.

AsOfDatestring(date-time)

End date of analysis.

Portfolioobject
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Benchmarkobject
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SecurityBreakdownarray[object]
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Example

OutputPriceRatiosItem

object
PriceBooknumber(double)

Weighted average of the Price-to-Book ratio of underlying stock holdings using long-only data.

PriceCashFlownumber(double)

Weighted average of the Price-to-Cash-Flow ratio of underlying stock holdings using long-only data.

PriceEarningsnumber(double)

Weighted average of the Price-to-Earnings ratio of underlying stock holdings using long-only data.

PriceSalesnumber(double)

Weighted average of the Price-to-Sales ratio of underlying stock holdings using long-only data.

Example