OutputPortfolioBenchmarkHolding
objectSecurityIdstring
Unique identifier of a security.
Weightnumber(double)
Percentage of portfolio assets allocated to this holding.
Example
OutputPriceRatios
objectPrice 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
objectPriceBooknumber(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
OutputPriceRatiosItemSecurity
objectSecurityIdstring
Unique identifier of a security.
PriceRatiosItemobject
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Example
OutputProfitability
objectProfitability 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