Portfolio Metrics

The Portfolio Metric Object

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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.

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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.

FieldTypeDescription
sectionobjectSummary statistics for section level of financial statements.
subSectionobjectSummary statistics for subSection level of financial statements.
groupobjectSummary statistics for group level of financial statements.
subGroupobjectSummary statistics for subGroup level of financial statements.
ratiosobjectSummary statistics for financial ratios.
pdsobjectSummary statistics for probablity of defaults.
creditScoresobjectSummary statistics for credit scores.