Portfolio Metrics
Overview
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
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.
Financial Benchmarks
Each portfolio metric report will have the following nested data (summary statistics) for each variable based on the
section,subSection,group, andsubGroupof a financial statement, financialratios, probability of defaults (pds) andcreditScores.
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
Summary Statistics Naming Convention
The naming convention for the summary statistics is
camelCasewith the statistic abbreviation as the prefix. For example, the maximum value ofCOGSis represented asmaxCostOfGoodsSold.
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
}
}
}
]
}
Updated 2 months ago