Worldwide Equity Analytics
Parameters
NAME | DESCRIPTION | EXAMPLE |
---|---|---|
MIC
|
ISO standard Market Identification Code. | USCOM |
ISIN
|
ISIN code (global level identifier) | US0378331005 |
LocalCode
|
The Local code unique at Market level - a ticker or number. | AAPL |
fromDate
|
Start date. YYYY-MM-DD | - |
toDate
|
End date. YYYY-MM-DD | - |
Format
|
The format the data will be returned in (for example, PSV for pipe-separated values). | json |
Output Fields
NAME | DESCRIPTION | EXAMPLE |
---|---|---|
Ticker
|
Local code unique at Market level - a ticker or number | RAKWCT |
SecID
|
Unique global level Security ID (can be used to link all multiple listings together | 2889 |
ISIN
|
ISIN code (global identifier) | AER000101017 |
USCode
|
USCode (global identifier) but only if part of ISIN code | |
IssCode
|
Unique global level Issuer ID (can be used to link all securities of a company together) | 2744 |
IssName
|
Name of Issuer | Ras Al Khaima for White Cement Co |
TypCode
|
Asset classification code for the type of security | EQS |
TypName
|
The full name for the TypCode | Ordinary Shares |
MIC
|
ISO standard Market Identification Code | XADS |
ExchCD
|
EDI maintained Exchange code. Equivalent to the MIC code but necessary as MIC might not be available in a timely fashion. | AEADSM |
Currency
|
Security Trading Currency | AED |
USDRate
|
Exchange rate to USD | 0.272255972887661 |
Date
|
Last traded date | |
High
|
Day's high price | 0.95 |
Low
|
Day's low price | 0.95 |
Close
|
Day's close price | 0.95 |
Sector
|
Denotes what segment of the economy the security belongs to, and/or identifies the classification of its primary business | |
Issued
|
The number of shares allocated and subsequently held by shareholders. | 500157000 |
IssMktCap
|
Issuer market capitalisation | 475149150 |
IssMktCapUSD
|
Issuer market capitalisation in USD currency | 129362194.1 |
MktCap
|
Market capitalisation | 475149150 |
MktCapUSD
|
Market capitalisation in USD currency | 129362194.1 |
NotTradedDays
|
The number of market days where shares were not traded in the security | 55 |
9MonAvgDayVal
|
Average daily traded value for previous 9 months, where available, else average close * volume | 7234.26 |
9MonAvgDayValUSD
|
Average daily traded value for previous 9 months, where available, else average close * volume in USD | 1969.57 |
6MonAvgVol-1
|
Average monthly volume over 6 months, to the end of 1 month ago (last month) | 84092.33 |
6MonAvgVol-4
|
Average monthly volume over 6 months, to the end of 4 months ago | 171645.83 |
6MonAvgVol-7
|
Average monthly volume over 6 months, to the end of 7 months ago | 238076.17 |
Benchmark
|
Local code of benchmark security, usually the primary index on local exchange else S&P 500 | ADSIndiceADI |
10YerBMRet
|
10-year benchmark return calculated using today’s close and the adjusted close of 10 years ago | 0.58 |
5YerBMRet
|
5-year benchmark return calculated using today’s close and the adjusted close of 5 years ago | 0.28 |
1YerBMRet
|
1-year benchmark return calculated using today’s close and the adjusted close of 1 years ago | 0.14 |
10YerRet
|
10-year stock return calculated using today’s close and the adjusted close of 10 years ago | 0.49 |
5YerRet
|
5-year stock return calculated using today’s close and the adjusted close of 5 years ago | 0.06 |
1YerRet
|
1-year stock return calculated using today’s close and the adjusted close of 1 years ago | -0.05 |
10YerCmprRet
|
10-year comparative return calculated by dividing the 10-year stock return by the 10-year benchmark return | 0.83 |
5YerCmprRet
|
5-year comparative return calculated by dividing the 5-year stock return by the 5-year benchmark return | 0.23 |
1YerRCmpret
|
1-year comparative return calculated by dividing the 1-year stock return by the 1-year benchmark return | -0.32 |
5YerDivGro
|
5 year dividend growth ~ average percent change of annual dividends over the past 5 years | 127.477479990319 |
1YerDivGro
|
1 year dividend growth ~ average percent change of annual dividends over the past year | -0.924702774108322 |
AvgVolYear
|
Average daily volume over past calendar year | 8530.8 |
AvgVolMonth
|
Average daily volume over past calendar month | 4253.91 |
AvgVolWeek
|
Average daily volume over past calendar week | 50.17 |
AvgValYear
|
Average daily value over past calendar year | 8235.88 |
AvgValYearUSD
|
2242.27 | |
AvgValMonth
|
Average daily value over past calendar month | 3900.48 |
AvgValMonthUSD
|
1061.93 | |
AvgValWeek
|
Average daily value over past calendar week | 47.66 |
AvgValWeekUSD
|
12.98 | |
200BarAvg
|
Average close over last 200 bars using daily data, also referred to as 200 day SMA (simple moving average) | 0.946718085106383 |
100BarAvg
|
Average close over last 100 bars using daily data, also referred to as 100 day SMA (simple moving average). | 0.9223 |
63BarAvg
|
Average close over last 63 bars using daily data, also referred to as 63 day SMA (simple moving average) | 0.887142857142857 |
21BarAvg
|
Average close over last 21 bars using daily data, also referred to as 21 day SMA (simple moving average) | 0.912857142857143 |
1YerHigh
|
Highest high over the last year (today date 1 year ago), excluding today | 1.12 |
1QtrHigh
|
Highest high over the last quarter (today date 3 months ago), excluding today | 1 |
1MonHigh
|
Highest high over the last month (today date 1 month ago), excluding today | 1 |
1WeekHigh
|
Highest high over the last week (today date 1 week ago), excluding today | 0.93 |
1DayHigh
|
Yesterday’s high | 0 |
1YerLow
|
Lowest low over the last year (today date 1 year ago), excluding today | 0.75 |
1QtrLow
|
Lowest low over the last quarter (today date 3 months ago), excluding today | 0.75 |
1MonLow
|
Lowest low over the last month (today date 1 month ago), excluding today | 0.81 |
1WeekLow
|
Lowest low over the last week (today date 1 week ago), excluding today | 0.93 |
1DayLow
|
Yesterday’s low | 2147483647 |
RSI
|
Relative Strength Index using default parameters | 62.1611209638225 |
MACDSig
|
Moving Average Convergence Divergence Signal | 0.00475301795303166 |
MACDOsc
|
Moving Average Convergence Divergence Oscillator | 0.00926306566662376 |
SARVal
|
Parabolic SAR value | 0.968412074804728 |
SARDir
|
Parabolic SAR direction “Long” or “Short” | Short |
90DayVolatility
|
90 day Daily Volatility, based on the average of the standard deviations of the daily returns | 0.0309670550704143 |
1Yer99%Var
|
Value at risk over 1 year of daily returns with 99% confidence | 0.1 |
1Yer95%Var
|
Value at risk over 1 year of daily returns with 95% confidence | 0 |
60Mon2_5%Alpha
|
60 month Alpha, using risk free rate of 2.5% | -0.07 |
60Mon5.0%Alpha
|
60 month Alpha, using risk free rate of 5.0% | -0.11 |
60MonBeta
|
60 month Beta | 0.35 |
60MonR-Sq
|
60 month R-squared | 0.02 |
60Mon2_5%Sharpe
|
60 month Sharpe using risk-free rate of 2.5% | -1.01 |
60Mon5_0%Sharpe
|
60 month Sharpe using risk-free rate of 5.0% | -1.48 |
12Mon2_5%Alpha
|
12 month Alpha, using risk free rate of 2.5% | -0.51 |
12Mon5_0%Alpha
|
12 month Alpha, using risk free rate of 5.0% | -0.76 |
12MonBeta
|
12 month Beta | -3.99 |
12MonR-Sq
|
12 month R-squared | 0.68 |
12Mon2_5%Sharpe
|
12 month Sharpe using risk-free rate of 2.5% | -0.87 |
12Mon5_0%Sharpe
|
12 month Sharpe using risk-free rate of 5.0% | -1.24 |
1YerDivRate
|
Recent dividend * no of periods | 0.05 |
1YerDivRateUSD
|
Recent dividend * no of periods * USD conversion rate | 0.01 |
1YerDivTTM
|
Sum of dividends in recent 12 months | 0.05 |
1YerDivTTMUSD
|
Sum of dividends in recent 12 months * USD conversion rate | 0.01 |
Split1
|
most recent 5 splits: date:factor, date:factor, etc | |
Split2
|
most recent 5 splits: date:factor, date:factor, etc | |
Split3
|
most recent 5 splits: date:factor, date:factor, etc | |
Split4
|
most recent 5 splits: date:factor, date:factor, etc | |
Split5
|
most recent 5 splits: date:factor, date:factor, etc | |
3MonAvgVal-1
|
The average of the monthly value over three months, 1 month ago. | 5313.79 |
3MonAvgValUSD-1
|
The average of the monthly value over three months, in USD currency, 1 month ago. | 1446.7 |
3MonAvgVal-4
|
The average of the monthly value over three months, 4 months ago. | 2097.09 |
3MonAvgValUSD-4
|
The average of the monthly value over three months, in USD currency, 4 months ago. | 570.92 |
3MonAvgVal-7
|
The average of the monthly value over three months, 7 months ago. | 14164.35 |
3MonAvgValUSD-7
|
The average of the monthly value over three months, in USD currency, 7 months ago. | 3856.27 |
30DayVolatility
|
30 day Daily Volatility, based on the average of the standard deviations of the daily returns | 0.0488858906906958 |
20BarAvgVolume
|
Average volume over last 20 bars using daily data, also referred to as 20 day SMA (simple moving average) of volume | 3061.85 |
30BarAvgVolume
|
Average volume over last 30 bars using daily data, also referred to as 30 day SMA (simple moving average) of volume | 8117.53333333333 |
90BarAvgVolume
|
Average volume over last 90 bars using daily data, also referred to as 90 day SMA (simple moving average) of volume | 4631.72222222222 |
60DayVolatility
|
60 day Daily Volatility, based on the average of the standard deviations of the daily returns | 0.0378478307526554 |
260DayVolatility
|
260 day Daily Volatility, based on the average of the standard deviations of the daily returns | 0.0508918119882569 |
%Change5D
|
The percentage price performance of the share price over the past 5 days. | 0.0215053763440859 |
%Change1M
|
The percentage price performance of the share price over the past one month. | 0.0795454545454545 |
%Change3M
|
The percentage price performance of the share price over the past 3 months. | 0.266666666666667 |
%Change6M
|
The percentage price performance of the share price over the past 6 months. | -0.05 |
%Change1Y
|
The percentage price performance of the share price over the past year. | -0.0444087747458536 |
Volume
|
The number of shares that traded for the current trading day | 301 |
BBGExchID
|
Bloomberg Exchange ID | BBG000DGSPY6 |
BBGCompID
|
Bloomberg Composite ID | BBG000DGSPJ3 |
DivYield
|
The percentage of income an investor can expect, based on the current Indicated Annual Dividend in relationship to the price of the security | 0.0526315789473684 |
DayGain
|
The per share gain or loss, based on the price of the security, for the current trading day | 0 |
WeekGain
|
The per share gain or loss, based on the price of the security, for the current week | 0.0215053763440859 |
MonthGain
|
The per share gain or loss, based on the price of the security, for the current month | 0.0795454545454545 |
YearGain
|
The per share gain or loss, based on the price of the security, for the current year | -0.0444087747458536 |
YerHiLo
|
The 52 Week High and Low price of the security for the current year |