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ReturnsSnapshot.md

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factsetprices.ReturnsSnapshot

Properties

Name Type Description Notes
fsymId String Factset Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. [optional]
date Date Specific reference date for the period expressed in YYYY-MM-DD format. [optional]
currency String Currency ISO code. For more details, visit Online Assistant Page #1470. [optional]
requestId String Identifier that was used for the request. [optional]
oneDay Number Returns the price performance of the security for the previous one day from the given date. [optional]
oneMonth Number Returns the price performance of the security for the past one month. [optional]
threeMonth Number Returns the price performance of the security for the past three months. [optional]
sixMonth Number Returns the price performance of the security for the past six months. [optional]
nineMonth Number Returns the price performance of the security for the past nine months. [optional]
oneYear Number Returns the price performance of the security for the past one year. [optional]
quarterToDate Number Returns the price performance of the security from the previous calendar quarter end to the given date. [optional]
weekToDate Number Returns the price performance of the security from the previous week (usually Friday) to the given date. [optional]
monthToDate Number Returns the price performance of the security from the previous month-end to the given date. [optional]
yearToDate Number Returns the price performance of the security from the previous calendar year-end to the given date. [optional]
twoYearAnnualized Number Returns the annualized compound total return for two years. [optional]
threeYearAnnualized Number Returns the annualized compound total return for three years. [optional]
fiveYearAnnualized Number Returns the annualized compound total return for five years. [optional]
tenYearAnnualized Number Returns the annualized compound total return for ten years. [optional]
twentyYearAnnualized Number Returns the annualized compound total return for twenty years. [optional]
thirtyYearAnnualized Number Returns the annualized compound total return for thirty years. [optional]
ipoToDateAnnualized Number Returns the annualized compound total return from the ipo date. The calculation uses the closing price as of the IPO date, and not the IPO price itself. [optional]
dividendAdjust String Controls the dividend reinvestment for the returns calculation. Dividends will be reinvested on the date the dividends go ex (when the dividends belong to the seller rather than the buyer). Visit OA 8748 for calculation methodology. * PRICE = Price Change - Dividends Excluded. * EXDATE = Simple Return - Dividends Received on exdate but not reinvested. Dividends accumulated throughout the specified period are added to the price at the end of the period. * EXDATE_C = Compound Return - Dividends reinvested on exdate. Dividends accumulated throughout the specified period are used to buy more shares of stock in the company. [optional]