This is the second fundamentals glossary, following the common stock glossary. It describes every field returned by the Fundamentals API when you query an ETF ticker. The ETF template is the same on all exchanges.
Quick jump:
General
| Field | Description |
|---|---|
| Code | The ticker code. |
| Type | Instrument type (Common Stock, ETF, Fund, Index and so on). Always ETF here. |
| Name | The full name of the ETF. |
| Exchange | The EODHD code of the exchange for this ticker, from the list of supported exchanges. It is not necessarily the primary exchange. |
| CurrencyCode | The three-letter ISO 4217 code of the trading currency. |
| CurrencyName | The common name of the currency. |
| CurrencySymbol | The common currency symbol: $ for USD, £ for GBP and so on. |
| CountryName | The country where the exchange is located. |
| CountryISO | The ISO code of that country. |
| OpenFigi | The Open FIGI code. |
| Description | The ETF’s investment objective and strategy. |
| UpdatedAt | The date the fundamentals record of this ticker was last updated, manually or automatically. |
Technicals
| Field | Description |
|---|---|
| Beta | 5-year levered beta against the main indices of the country. |
| 52WeekHigh | The highest price over the last 52 weeks. |
| 52WeekLow | The lowest price over the last 52 weeks. |
| 50DayMA | The 50-day simple moving average (SMA). |
| 200DayMA | The 200-day simple moving average (SMA). |
ETF_Data
Holdings are taken from SEC filings and issuer disclosures; allocations, capitalisation breakdown and valuation ratios are calculated by EODHD from the holdings.
| Field | Description |
|---|---|
| ISIN | International Securities Identification Number. It is not unique: the same ISIN can be shared by tickers of one security traded on different exchanges. |
| Company_Name | The name of the issuer. |
| Company_URL | The website of the issuer. |
| ETF_URL | The page of this ETF on the issuer’s website. |
| Domicile | The country where the ETF is established and whose laws regulate it. |
| Yield | The current trailing twelve-month (TTM) yield, as a percent. Use it as is. |
| Dividend_Paying_Frequency | How often the ETF pays dividends, for example Quarterly. |
| Inception_Date | The date the ETF started trading. |
| Max_Annual_Mgmt_Charge | The maximum annual fee charged for managing the fund, based on the value of the investor’s holding. A percent, used as is: 0.2000 means 0.2%. |
| Ongoing_Charge | The ongoing charges figure (OCF): the total cost an investor pays per year for holding the fund. It is broader than the management charge and is used mainly in Europe, especially for UCITS funds. A percent, used as is: 0.2000 means 0.2%. |
| Date_Ongoing_Charge | The date Ongoing_Charge was set or last changed. Filled when known. |
| NetExpenseRatio | The North American counterpart of the ongoing charge: the fund’s total annual operating expenses as a share of its assets. The fees are deducted from distributions, not from the principal. Multiply by 100 to get a percent: 0.00150 means 0.15%. |
| AnnualHoldingsTurnover | How much of the portfolio the fund replaces in a year, as a rate. |
| TotalAssets | Assets under management (AUM) of the share class. |
| Average_Mkt_Cap_Mil | The average market capitalization of the holdings, in millions. |
Market_Capitalisation
The share of the holdings by company size. Holdings are ranked by market capitalisation: Mega are the companies that together make up the top 40% of cumulative market capitalisation, Big the next 30%, Medium the next 20%, Small the next 7% and Micro the remaining 3%. Calculated by EODHD from the holdings. Not shown for bond ETFs.
| Field | Share of holdings in |
|---|---|
| Mega | Mega companies. |
| Big | Big companies. |
| Medium | Medium companies. |
| Small | Small companies. |
| Micro | Micro companies. |
Asset_Allocation
How the portfolio is split between asset types. Every asset type returns three figures:
| Field | Description |
|---|---|
| Long_% | The share invested long in this asset type. |
| Short_% | The share invested short in this asset type. |
| Net_Assets_% | The net share of assets of this type. |
The asset types are:
| Asset type | Description |
|---|---|
| Cash | Currency and cash equivalents. |
| NotClassified | Investments that do not fit any other type. |
| Stock non-US | Non-US equities. |
| Stock US | US equities. |
| Bond | Fixed income. |
| Other | Other non-equity investments. |
World_Regions
How the portfolio is split between regions of the world: North America, United Kingdom, Europe Developed, Europe Emerging, Africa/Middle East, Japan, Australasia, Asia Developed, Asia Emerging and Latin America. Every region returns one figure, Equity_%: the share attributed to this ETF.
| Field | Description |
|---|---|
| Equity_% | The share attributed to this ETF. |
Sector_Weights
How the portfolio is split between economic sectors: Basic Materials, Consumer Cyclicals, Financial Services, Real Estate, Communication Services, Energy, Industrials, Technology, Consumer Defensive, Healthcare and Utilities. Every sector returns one figure, Equity_%: the share attributed to this ETF.
| Field | Description |
|---|---|
| Equity_% | The share attributed to this ETF. |
Fixed_Income
Metrics for the bonds in the portfolio (treasury notes, bonds and similar). The figures describe the holdings and are not meant to add up to 100 percent, even though the field names contain a percent sign. Every metric returns one figure, Fund_%: the value for this ETF.
| Field | Description |
|---|---|
| Fund_% | The value for this ETF. |
| Metric | Description |
|---|---|
| EffectiveDuration | Duration for bonds with embedded options. In years. |
| ModifiedDuration | The expected change in a security’s value for a change in interest rates. In years. |
| EffectiveMaturity | The average time until the bonds mature, taking into account that a call or refunding can repay some of them earlier. In years. |
| CreditQuality | The credit quality of the bonds. Do not use it yet: the figures are split across several rating types (AAA, AA, A and so on) and the single Fund_% average does not describe them correctly. |
| Coupon | The average coupon: the annual interest paid on a bond, as a percent of its face value. In percent. |
| Price | The recent average price of the bonds in the portfolio. |
| YieldToMaturity | The total return a bond earns if it pays all interest and repays the principal. In percent. |
Holdings_Count
The number of holdings of the ETF.
Top_10_Holdings
The ten largest holdings by Assets_%. Each holding is keyed by its full ticker, for example AAPL.US, and has these fields:
| Field | Description |
|---|---|
| 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 company. |
| Region | The region of that country. |
| Assets_% | The weight of the holding in the ETF, as a percent of its assets. |
Holdings
The list of holdings, when available. It uses the same fields as Top_10_Holdings.
Valuations_Growth
Valuation and growth rates of the ETF. The data is in two groups: Valuations_Rates_Portfolio and Growth_Rates_Portfolio, both describing the holdings of this ETF.
| Valuation rate | Description |
|---|---|
| Price/Prospective Earnings | The average ratio of price to prospective earnings. |
| Price/Book | The average ratio of price to book value. |
| Price/Sales | The average ratio of price to sales. |
| Price/Cash Flow | The average ratio of price to cash flow. |
| Dividend-Yield Factor | The average dividend yield factor. |
| Growth rate | Description |
|---|---|
| Long-Term Projected Earnings Growth | The average long-term projected earnings growth. |
| Historical Earnings Growth | The average historical earnings growth. |
| Sales Growth | The average sales growth. |
| Cash-Flow Growth | The average cash-flow growth. |
| Book-Value Growth | The average book-value growth. |
Performance
Performance metrics of the ETF.
| Field | Description |
|---|---|
| 1y_Volatility | The 1-year daily volatility, annualised. |
| 3y_Volatility | The 3-year standard deviation volatility. |
| 3y_ExpReturn | The expected 3-year return. When it is empty or 0, use the trailing Returns_3Y to get an idea of the expected return. |
| 3y_SharpRatio | The Sharpe ratio over 3 years. |
| Returns_YTD | Year-to-date return. The beginning price is the first price of the current year. |
| Returns_1Y | 1-year return. The beginning price is the price on the same date a year ago. |
| Returns_3Y | 3-year trailing return, annualized. The beginning price is the price on the same date 3 years ago. |
| Returns_5Y | 5-year trailing return, annualized. The beginning price is the price on the same date 5 years ago. |
| Returns_10Y | 10-year trailing return, annualized. The beginning price is the price on the same date 10 years ago. |
All the returns use the same formula: (Ending Price − Beginning Price + Dividends or Distributions) / Beginning Price, where the ending price is the latest price. The figures also account for management fees, so they differ from returns calculated from price data alone.