GET api/EquityCalculation/GetCalculation?sec={sec}&bk={bk}&dt={dt}&cn={cn}&cv={cv}&p={p}&t={t}

Request Information

URI Parameters

NameDescriptionTypeAdditional information
sec

string

Required

bk

string

Required

dt

integer

Required

cn

string

Required

cv

integer

Required

p

string

Required

t

string

Required

Body Parameters

None.

Response Information

Resource Description

EquityCalculationData
NameDescriptionTypeAdditional information
downCapture

decimal number

None.

annualizedReturn

decimal number

None.

standardDeviation

decimal number

None.

trackingError

decimal number

None.

upCapture

decimal number

None.

calcID

string

None.

alpha

decimal number

None.

beta

decimal number

None.

momentum

decimal number

None.

volatility

decimal number

None.

sharpeRatio

decimal number

None.

treynorRatio

decimal number

None.

informationRatio

decimal number

None.

sortinoRatio

decimal number

None.

r2

decimal number

None.

riskFreeRate

decimal number

None.

calcTime

string

None.

calcError

string

None.

dataSpan

integer

None.

dataLoss

integer

None.

Response Formats

application/json, text/json

Sample:
{
  "calcID": "sample string 1",
  "alpha": 2.1,
  "beta": 3.1,
  "momentum": 4.1,
  "volatility": 5.1,
  "sharpeRatio": 6.1,
  "treynorRatio": 7.1,
  "informationRatio": 8.1,
  "sortinoRatio": 9.1,
  "r2": 10.1,
  "riskFreeRate": 11.1,
  "calcTime": "sample string 12",
  "calcError": "sample string 13",
  "dataSpan": 14,
  "dataLoss": 15,
  "downCapture": 1.1,
  "annualizedReturn": 2.1,
  "standardDeviation": 3.1,
  "trackingError": 4.1,
  "upCapture": 5.1
}

application/xml, text/xml

Sample:
<EquityCalculationData xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/BondEdge.Equity">
  <alpha>2.1</alpha>
  <annualizedReturn>2.1</annualizedReturn>
  <beta>3.1</beta>
  <calcError>sample string 13</calcError>
  <calcID>sample string 1</calcID>
  <calcTime>sample string 12</calcTime>
  <dataLoss>15</dataLoss>
  <dataSpan>14</dataSpan>
  <downCapture>1.1</downCapture>
  <informationRatio>8.1</informationRatio>
  <momentum>4.1</momentum>
  <r2>10.1</r2>
  <riskFreeRate>11.1</riskFreeRate>
  <sharpeRatio>6.1</sharpeRatio>
  <sortinoRatio>9.1</sortinoRatio>
  <standardDeviation>3.1</standardDeviation>
  <trackingError>4.1</trackingError>
  <treynorRatio>7.1</treynorRatio>
  <upCapture>5.1</upCapture>
  <volatility>5.1</volatility>
</EquityCalculationData>