---
title: "Recency Ratio"
method: POST
path: "/assets/indicators/recency-ratio"
tags: ["Assets / Indicators"]
---

# Recency Ratio

`POST /assets/indicators/recency-ratio`

Compute the recency ratio of an asset.

References
* [Ajay Bhootra, Jungshik Hur, The timing of 52-week high price and momentum, Journal of Banking & Finance, Volume 37, Issue 10, 2013, Pages 3773-3782](https://www.sciencedirect.com/science/article/abs/pii/S0378426613002446)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required — assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetRecencyRatioSkipPeriod` integer — The number of the most recent periods excluded from the asset recency ratio computation; must be < assetRecencyRatioFormationPeriod
      - `assetRecencyRatioFormationPeriod` integer, required — The look back period over which to compute the asset recency ratio
  - object
    - `assets` object[], required
      - `assetPrices` object[], required — assetPrices[t] contains price information for the asset at the date t
        - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates must be distinct
        - `close` number, required — The close price of the asset at the date t
      - `assetRecencyRatioSkipPeriod` integer — The number of the most recent periods excluded from the asset recency ratio computation; must be < assetRecencyRatioFormationPeriod
      - `assetRecencyRatioFormationPeriod` integer, required — The look back period over which to compute the asset recency ratio; must be < assetRecencyRatioFormationPeriod

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetRecencyRatioHigh` number, required — The asset recency ratio using the highest past asset price over the computation period as a reference point
    - `assetRecencyRatioLow` number, required — The asset recency ratio using the lowest past asset price over the computation period as a reference point

---

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