Portfolio Metrics

The Portfolio Metric Object


Beta API Versions

API versions labelled as Beta are not subject to our standard versioning policy. As such, they may undergo small breaking changes until they are transitioned to the stable version. We encourage you to exercise caution when using Beta API versions and take the necessary steps to ensure a smooth integration into your applications

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.
  • Portfolio Metrics will not be available if dependencies are missing or if the service provider connected does not support the data types required. See supported data types for more details.


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.


Portfolio Metrics Report

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.

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.