Portfolio Metrics

Overview

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Data Dependencies

Portfolio metrics are created for monthly, quarterly and yearly timeframes. Portfolio metrics depend on the financial statements and financial ratios for the respective timeframe.

Data Model

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All portfolio metrics are part of an array of reports. See Reports data type for more details on the report structure and its meta-data.

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Financial Benchmarks

Each portfolio metric report will have the following nested data (summary statistics) for each variable based on the section, subSection, group, and subGroup of a financial statement, financial ratios, probability of defaults (pds) and creditScores.

Field

Type

Description

section

object

Summary statistics for section level of financial statements.

subSection

object

Summary statistics for subSection level of financial statements.

group

object

Summary statistics for group level of financial statements.

subGroup

object

Summary statistics for subGroup level of financial statements.

ratios

object

Summary statistics for financial ratios.

pds

object

Summary statistics for probablity of defaults.

creditScores

object

Summary statistics for credit scores.

Summary Statistics

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Summary Statistics Naming Convention

The naming convention for the summary statistics is camelCase with the statistic abbreviation as the prefix. For example, the maximum value of COGS is represented as maxCostOfGoodsSold.

Field

Type

Description

count

integer

Number of business records in the cohort.

min

decimal

Minumum value of the cohort. Rounded to 2 decimals.

max

decimal

Maximum value of the cohort. Rounded to 2 decimals.

mean

decimal

Average value of the cohort. Rounded to 2 decimals.

median

decimal

Median value of the cohort. Rounded to 2 decimals.

sdev

decimal

Standard deviation value of the cohort. Rounded to 2 decimals.

quantile5

decimal

5% quantile value of the cohort. Rounded to 2 decimals.

quantile25

decimal

25% quantile value of the cohort. Rounded to 2 decimals.

quantile75

decimal

75% quantile value of the cohort. Rounded to 2 decimals.

quantile95

decimal

95% quantile value of the cohort. Rounded to 2 decimals.

Example Data

{
  "count": 1,
  "reports": [
    {
      "meta": {
        "startDate": "2020-11-01T01:02:03Z",
        "endDate": "2020-11-30T01:02:03Z",
        "reportFrequency": "month",
        "createdAt": "2020-11-30T01:02:03Z"
      },
      "data": {
        "section": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "subSection": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "group": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "subGroup": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "ratios": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "pds": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        },
        "creditScores": {
          "count**": 56,
          "min**": 301.5,
          "max**": 22012.5,
          "mean**": 6279.7,
          "median**": 3739.89,
          "sdev**": 21764.54,
          "quantile5**": 301.5,
          "quantile25**": 301.5,
          "quantile75**": 6710.61,
          "quantile95**": 7649.75
        }
      }
    }
  ]
}

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