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Risk
The ETFs risk endpoint provides essential risk metrics for global Exchange Traded Funds. It returns data such as volatility, beta, and other risk-related indicators, enabling users to assess the potential risk associated with investing in various ETFs worldwide.
Query parameters
Symbol ticker of etf
Filter by financial instrument global identifier (FIGI). This parameter is available on the <a href="https://twelvedata.com/pricing">Ultra</a> plan (individual) and the <a href="https://twelvedata.com/pricing-business">Enterprise</a> plan (business) and above.
Filter by international securities identification number (ISIN). ISIN access is activating in the <a href="https://twelvedata.com/account/add-ons">Data add-ons</a> section
The CUSIP of an instrument for which data is requested. CUSIP access is activating in the <a href="https://twelvedata.com/account/add-ons">Data add-ons</a> section
Filter by country name or alpha code, e.g., United States or US
Number of decimal places for floating values. Accepts value in range [0,11]
Response
Example response
{
"etf": {
"risk": {
"volatility_measures": [
{
"period": "3_year",
"alpha": -0.03,
"alpha_category": -0.02,
"beta": 1,
"beta_category": 0.01,
"mean_annual_return": 1.58,
"mean_annual_return_category": 0.01,
"r_squared": 100,
"r_squared_category": 0.95,
"std": 18.52,
"std_category": 0.19,
"sharpe_ratio": 0.95,
"sharpe_ratio_category": 0.01,
"treynor_ratio": 17.41,
"treynor_ratio_category": 0.16
}
],
"valuation_metrics": {
"price_to_earnings": 26.46,
"price_to_book": 4.42,
"price_to_sales": 2.96,
"price_to_cashflow": 17.57
}
}
},
"status": "ok"
}