The second fundamentals glossary, following our common stock glossary, is the ETF fundamentals fields glossary. This glossary provides a comprehensive list of the data elements that are integral to the output of this API when querying ETF tickers.
The ETF fundamentals template is standardized across all exchanges.
Quick jump:
General
Code: the ticker code.
Type: equity type (Common Stock, ETF, Fund, Index, etc.); ETF in this case.
Name: self-explanatory.
Exchange: the eodhd.com code of the stock exchange of this specific ticker (this is NOT to be interpreted as “primary exchange”).
CurrencyCode: the alpha-3 (three-letter ISO 4217) currency code of the stock.
CurrencyName: the more conventional name of the currency.
CurrencySymbol: the conventional currency symbol. $ for USD, £ for British Pound, etc.
CountryName: the name of the country in which the stock exchange is located.
CountryISO: the ISO code of the country.
OpenFigi: the Open FIGI code.
Description: self-explanatory.
Category: MorningStar category classification.
UpdatedAt: the field showing the last date when the fundamentals file for this ticker was updated (manually or automatically).
Technicals
Beta: 5-year levered beta based on main indices for the country.
52WeekHigh: the highest price for the last year.
52WeekLow: the lowest price for the last year.
50DayMA: the 50-day simple moving average (SMA).
200DayMA: the 200-day simple moving average (SMA).
ETF_Data
ISIN: International Securities Identification Number, a non-unique security identifier (can be shared between ticker codes for stocks of the same company traded on different exchanges).
Company_Name: the name of the issuer.
Company_URL: the website of the issuer.
ETF_URL: the link to the personal page of the ETF on the website of the issuer.
Domicile: the country where the ETF is formed and by which laws it is regulated.
Index_Name: the benchmark index for the ETFs of the category, as considered by Morning Star.
Yield: the current TTM yield.
Dividend_Paying_Frequency: self-explained.
Inception_Date: the date the ETF started trading.
Max_Annual_Mgmt_Charge: the annual charge a person has to pay for management of an investment. This charge is based on the value of a person’s fund. It is a percent.
Ongoing_Charge: The ongoing charges figure (OCF) is the charge you’ll pay over a year for as long as you hold your investment. It is a percent usable directly (0.2000 is 0.2%).
Date_Ongoing_Charge: this field relates to the Ongoing_Charge field and indicates the date when this charge was set (or changed). It is filled if it is known.
NetExpenseRatio: the fund’s total annual operating expense ratio. Expressed as a percentage, the expense ratios are fees charged to investors to cover a fund or ETF’s operating costs. They’re deducted from dividend and capital gains distributions, not the principal. To see this as a percent figure, it has to be multiplied by 100 (0.00150 is 0.15%).
AnnualHoldingsTurnover: the percentage rate at which an exchange-traded fund or mutual fund replaces its holdings on investment every year.
TotalAssets: assets under management, share class size.
Average_Mkt_Cap_Mil: the average market capitalization of the holdings, in millions.
Market_Capitalisation
…the percentage of holdings that fall under each of the market cap size company categories. Doesn’t show for bond ETFs.
Mega: the percentage of “mega”, or “giant” size companies among the holdings.
Big: the percentage of “big”, or “large” size companies among the holdings.
Medium: the percentage of “medium” size companies among the holdings.
Small: the percentage of “small” size companies among the holdings.
Micro: the percentage of “micro” size companies among the holdings.
Asset_Allocation
…the explanation of how the ETF’s portfolio is divided between different assets that might include equities, fixed-income assets, and cash and its equivalents. Each asset type displays three figures.
Long_%: the amount of long investments into the asset type.
Short_%: the amount of short investments into the asset type.
Net_Assets_%: the amount of net assets of this type.
The possible asset allocation categories are.
Cash: currency investments.
NotClassified: investments unfit to be classified as any other type.
Stock non-US: non-US equities.
Other: other non-stock investments.
Stock US: US equities.
Bond: fixed income investments.
World_Regions
…the division of the ETF’s portfolio’s investments between different regions of the world.
The possible regions are: North America, United Kingdom, Europe Developed, Europe Emerging, Africa/Middle East, Japan, Australasia, Asia Developed, Asia Emerging, Latin America. Each region displays two figures:
Equity_%: the amount attributed to the ETF itself.
Relative_to_Category: the amount average to all ETFs of the category.
Sector_Weights
…the division of the ETF’s portfolio’s investments between different economic sectors.
The possible sectors are: Basic Materials, Consumer Cyclicals, Financial Services, Real Estate, Communication Services, Energy, Industrials, Technology, Consumer Defensive, Healthcare, Utilities. Each sector displays two figures:
Equity_%: the amount attributed to the ETF itself.
Relative_to_Category: the amount average to all ETFs of the category.
Fixed_Income
…fields related to fixed income securities such as treasure notes and bonds. Fixed_Income category figures are not supposed to add up to 100 percent (despite the template’s field containing the % symbol). They describe the various metrics of the fund’s holdings, and the same metrics average for the category.
EffectiveDuration: a duration calculation for bonds that have embedded options.
Fund_%: years.
Relative_to_Category: the number of years average to all ETFs of the category.
ModifiedDuration: a formula that expresses the measurable change in the value of a security in response to a change in interest rates.
Fund_%: years.
Relative_to_Category: the number of years average to all ETFs of the category.
EffectiveMaturity: the length of time it takes for a bond to reach maturity, taking into consideration that an action such as a call or refunding may cause some bonds to be repaid before they mature.
Fund_%: years.
Relative_to_Category: the number of years average to all ETFs of the category.
CreditQuality: CreditQuality is a subfield of the Fixed_Income section, which encompasses bond data (if a given ETF has bonds in its holdings). However, the specific CreditQuality fields needs to be reworked, as there are multiple credit quality types (AAA, AA, A, etc), and under this section, Fund_% are supposed to return an “average” figure for the field, related to the fund itself, however it doesn’t exactly work that way for the different quality types. For now, just ignore the CreditQuality.
Coupon: the bond’s coupon, the annual interest rate paid on a bond, expressed as a percentage of the face value and paid from issue date until maturity.
Fund_%: percent.
Relative_to_Category: the percent average to all ETFs of the category.
Price: the recent average price of the bonds comprising the ETF’s portfolio.
Fund_%: average bond price.
Relative_to_Category: the average bond price average to all ETFs of the category.
YieldToMaturity: the total rate of return that will have been earned by a bond when it makes all interest payments and repays the original principal.
Fund_%: percent.
Relative_to_Category: the percent average to all ETFs of the category.
Holdings_Count
…the number of the ETF’s holdings.
Top_10_Holdings
…the top 10, by Assets_%, holdings of the ETF.
AAPL.US: the full ticker code of the holding, if available.
Code: the ticker code.
Exchange: the exchange code suffix.
Name: the company name.
Sector: the company’s sector.
Industry: the company’s industry.
Country: the country of the exchange’s location.
Region: the region of the country.
Assets_%: the percentage of the company’s assets that they take in the ETF holdings.
Holdings
…the full list of holdings, if available.
Valuations_Growth
…valuations rates and growth rates of the ETF.
Valuations_Rates_Portfolio: the amounts attributed to the ETF itself.
Price/Prospective Earnings: the average ratio of price to the prospective earnings of the ETF’s holdings.
Price/Book: the average ratio of price to book of the ETF’s holdings.
Price/Sales: the average ratio of price to sales of the ETF’s holdings.
Price/Cash Flow: the average ratio of price to cash flow of the ETF’s holdings.
Dividend-Yield Factor: the average dividend yield factor of the ETF’s holdings.
Valuations_Rates_To_Category:
Price/Prospective Earnings: the average ratio of price to the prospective earnings of the holdings of ETFs from the same category.
Price/Book: the average ratio of price to book of the holdings of ETFs from the same category.
Price/Sales: the average ratio of price to sales of the holdings of ETFs from the same category.
Price/Cash Flow: the average ratio of price to cash flow of the holdings of ETFs from the same category.
Dividend-Yield Factor: the average dividend yield factor of the holdings of ETFs from the same category.
Growth_Rates_Portfolio: the amounts attributed to the ETF itself.
Long-Term Projected Earnings Growth: the average long-term projected earnings growth of the ETF’s holdings.
Historical Earnings Growth: the average historical earnings growth of the ETF’s holdings.
Sales Growth: the average sales growth of the ETF’s holdings.
Cash-Flow Growth: the average cash-flow growth of the ETF’s holdings.
Book-Value Growth: the average book-value growth of the ETF’s holdings.
Growth_Rates_To_Category:
Long-Term Projected Earnings Growth: the average long-term projected earnings growth of the holdings of ETFs from the same category.
Historical Earnings Growth: the average historical earnings growth of the holdings of ETFs from the same category.
Sales Growth: the average sales growth of the holdings of ETFs from the same category.
Cash-Flow Growth: the average cash-flow growth of the holdings of ETFs from the same category.
Book-Value Growth: the average book-value growth of the holdings of ETFs from the same category.
MorningStar
…informational fields related to MorningStar.
Ratio: the MorningStar rating, not ratio. Essentially, what is seen as stars on USA ETFs on pages like this one.
Category_Benchmark: the benchmark index for this category of ETFs. Not the index that is tracked by the ETF.
Sustainability_Ratio: the MorningStar sustainability rating, not ratio.
Performance
…some performance metrics of the ETF.
1y_Volatility: the 1-year daily volatility of the ETF, annualised.
3y_Volatility: the 3-year standard deviation volatility of the ETF.
3y_ExpReturn: the expected 3-year return of the ETF. In case this field misses a figure, we suggest using the trailing figure of Returns_3Y to get an idea of the expected returns.
3y_SharpRatio: the Sharpe ratio, calculated for 3 years.
Returns_YTD: ETF Return = ((Ending Price) – (Beginning Price) + (Dividends or Distributions)) / (Beginning Price). This field is the 3-years return, annualised: the result of the formula above, calculated for 3 years of history to date, divided by 3. Please mind these figures also take management fees into consideration, and therefore will differ from returns calculated by using price data alone.
Returns_1Y: the 1-year trailing returns.
Returns_3Y: the 3-year trailing returns.
Returns_5Y: the 5-year trailing returns.
Returns_10Y: the 10-year trailing returns.
