v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Indicators

Absorption Ratio

Compute the absorption ratio associated to a universe of assets.

References

Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon, Principal Components as a Measure of Systemic Risk, The Journal of Portfolio Management Summer 2011, 37 (4) 112-126

post/assets/indicators/absorption-ratio

Request body

assetsinteger required

The number of assets

Response

OK

assetsAbsorptionRationumber required

The absorption ratio of the universe of assets