Portfolio X-Ray API

OutputPriceRatiosItemSecurity

object
SecurityIdstring

Unique identifier of a security.

PriceRatiosItemobject
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Example

OutputProfitability

object

Profitability 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

OutputProfitabilityItem

object
DebtCapitalnumber(double)

Financial leverage ratio calculated by dividing long-term debt by total capitalization. Not provided for financial companies.

NetMarginnumber(double)

Weighted median net income divided by revenues over the past five fiscal years, expressed as a percentage.

ROAnumber(double)

Weighted average Return on Assets ratio of underlying stock holdings using long-only data.

ROEnumber(double)

Weighted average Return on Equity ratio of underlying stock holdings using long-only data.

Example

OutputProfitabilityItemSecurity

object
SecurityIdstring

Unique identifier of a security.

ProfitabilityItemobject
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Example

OutputRiskCalenderYearItem

object
idstring

Calendar year identifier.

CalenderYearDrawdownItemobject
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Example