RiskModels Cross-Sectional Rankings
riskmodels_get_rankingsGet a single stock's rank and percentile within its universe, sector, or subsector for a selected risk or return metric and window.
Instructions
Use when you want one stock's percentile rank within the universe, its sector or its subsector on a risk or return metric. Not for screening the whole universe (use riskmodels_screen_rankings). Returns, from GET /rankings/{ticker}, the stock's rank and percentile for the metric and window. Metrics: subsector_residual, sector_residual, gross_return, mkt_cap, er_l1, er_l2 or er_l3. Windows: 1d, 21d, 63d, 252d. End-of-day data, refreshed after each US market close. Price: $0.005 per call.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| cohort | No | Cohort: universe, sector or subsector, e.g. sector | |
| metric | No | Metric: subsector_residual, sector_residual, gross_return, mkt_cap, er_l1, er_l2 or er_l3, e.g. subsector_residual | |
| ticker | Yes | US stock ticker symbol, case-insensitive, e.g. NVDA | |
| window | No | Window in trading days: 1d, 21d, 63d or 252d, e.g. 63d |