RiskModels PIT Quarterly Fundamentals
riskmodels_get_fundamentalsFetch point-in-time quarterly fundamentals and CAPM cost of capital for one US stock, including TTM ratios, leverage, betas, WACC, economic profit, and SEC line items.
Instructions
Use when you need point-in-time quarterly fundamentals or CAPM cost of capital for one stock. Not for risk or hedge numbers (use riskmodels_get_stock_snapshot). Returns, from GET /fundamentals/{ticker}: TTM profitability and capital-return ratios, leverage, ERM3 valuation betas, cost_of_debt and wacc from reported data, separately labelled cost_of_debt_imputed and wacc_imputed from a market proxy (10-year Treasury plus a high-quality corporate spread, not issuer-specific), economic profit, an equity-bridge decomposition and SEC line items (sec_facts). A quarter is included only if it was filed on or before as_of. grid=true adds an ERP x Treasury-tenor table of cost of equity, wacc, wacc_imputed and economic profit for the latest period. Realized history only, no forecasts; filings are picked up end-of-day. Price: $0.02 per call.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| erp | No | Equity risk premium as a decimal, e.g. 0.055 for 5.5% (default 0.05) | |
| grid | No | true adds sensitivity_grid (cost_of_equity, wacc, wacc_imputed, economic_profit) across erp_grid x rf_tenor_grid for the latest period, e.g. true (default false) | |
| as_of | No | Point-in-time date; only quarters filed on or before it are returned (default today), format YYYY-MM-DD, e.g. 2025-12-31 | |
| ticker | Yes | US stock ticker symbol, case-insensitive, e.g. AAPL | |
| periods | No | Quarterly rows returned, most recent last, integer 1-40, e.g. 12 (default 8) | |
| erp_grid | No | Comma-separated ERP decimals for the grid, e.g. "0.03,0.04,0.05,0.06,0.07"; used only when grid=true | |
| rf_tenor | No | Treasury constant-maturity tenor for the risk-free rate, e.g. 10y (default 10y); pair a short tenor with a bill-basis ERP | |
| tax_rate | No | Tax rate for the WACC debt shield as a decimal, e.g. 0.25 (default 0.21) | |
| rf_tenor_grid | No | Comma-separated tenors for the grid, e.g. "1y,10y,30y"; used only when grid=true |