FTRisk

Various risk and statistical measure of a security.

Type: object

Properties

Name	Type	Description
`alpha`	string	alpha - a measure of outperformance versus a the benchmark
`beta`	string	beta against the ticker defined in the basis parameter, or Dividend Adjusted S&P500 data as a default. Correlation length is set via the "len" parameter or defaulted to 21 market days (approximately 1 month)
`corr`	string	correlation against the ticker defined in the basis parameter, or Dividend Adjusted S&P500 data as a default. Correlation length is set via the "len" parameter or defaulted to 21 market days (approximately 1 month)
`ftalpha`	string	FastTrack proprietary calculation measuring risk, return, and correlation
`sd`	string	standard deviation over the time period
`sharpe`	string	sharpe ratio against the ticker defined in the basis parameter, or Dividend Adjusted S&P500 data as a default
`ui`	string	ulcer index over the time period
`upi`	string	ulcer performance index against the ticker defined in the basis parameter, or Dividend Adjusted S&P500 data as a default
`rsi`	string	Relative strength index
`r_squared`	string	Coefficient of determination - the percentage of a fund or security's movements that can be explained by movements in a basis
`treynor`	string	Treynor ratio - measure risk/ reward

Example shape

{
  "alpha": "string",
  "beta": "string",
  "corr": "string",
  "ftalpha": "string",
  "sd": "string",
  "sharpe": "string",
  "ui": "string",
  "upi": "string"
}