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GET/api/1/market/analytics/risk/{identifier}

Risk & Return Analytics

Returns volatility, max drawdown, Sharpe ratio, and return statistics for a stock

Parameters

3
rangestring
query

Time range: 1m, 3m, 6m, 1y, 2y, 5y (default 1y)

riskFreeRatenumber
query

Annual risk-free rate in % (default 4.5)

identifierstringrequired
path

Security identifier: ISIN, ticker, CUSIP, SEDOL, or WKN (e.g. US0378331005, AAPL, 037833100)

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/market/analytics/risk/US0378331005?range=1y&riskFreeRate=4.5' \
  -H 'Accept: application/json'
200 Response
{
  "isin": "string",
  "range": "string",
  "dataPoints": 0,
  "totalReturn": 15.3,
  "annualizedReturn": 15.3,
  "dailyVolatility": 1.82,
  "annualizedVolatility": 28.9,
  "sharpeRatio": 0.85,
  "sortinoRatio": 1.12,
  "maxDrawdown": -18.4,
  "maxDrawdownStart": 0,
  "maxDrawdownEnd": 0,
  "variance": 0,
  "skewness": 0,
  "kurtosis": 0,
  "bestDay": 5.2,
  "worstDay": -4.8
}