US Daily price, NAV and returns

Owned by smrati smrati
Last updated: Aug 28, 2018
3 min read


You need to pass authorization header to consume APIs on this page

Sample API calls

curl -X GET \
  'http://45.55.149.131:8002/api/v1.0/nav/stats/us?ticker=aadr' \
  -H 'token: 123dummytoken'

US price returns

Get NAV, Close Price, Shares Outstanding, Return calculations, Volume Traded and Beta for a given CompositeTicker.

Request:
GET /api/v1.0/stats/us?ticker=SPY


Response:
{
    "data": {
        "AsofDate": "20170511",
        "AverageDailyVolumeOneMonth": 73183500,
        "AverageDailyVolumeSixMonth": 80245100,
        "AverageDailyVolumeThreeMonth": 77950900,
        "BetavsSPY": 1,
        "CompositeTicker": "SPY",
        "FiveYearAnnualizedReturnSplitAndDividend": 0.142086,
        "FiveYearAnnualizedReturnSplitOnly": 0.123578,
        "FiveYearVolatilityAnnualized": 0.126536,
        "InceptionAnnualizedReturnSplitAndDividend": 0.0924793,
        "InceptionAnnualizedReturnSplitOnly": 0.0722323,
        "MarketCap": null,
        "NAV": 239.424,
        "OneMonthReturnSplitAndDividend": 0.0183783,
        "OneMonthReturnSplitOnly": 0.0142935,
        "OneYearReturnSplitAndDividend": 0.18317,
        "OneYearReturnSplitOnly": 0.096434,
        "OneYearVolatilityAnnualized": 0.0715396,
        "ShareOutstanding": 966682000,
        "SplitAndDividendPrice": 239.38,
        "SplitOnlyPrice": 239.38,
        "TenYearAnnualizedReturnSplitAndDividend": 0.0691057,
        "TenYearAnnualizedReturnSplitOnly": 0.0460418,
        "ThreeYearAnnualizedReturnSplitAndDividend": 0.10264,
        "ThreeYearAnnualizedReturnSplitOnly": 0.0656898,
        "ThreeYearVolatilityAnnualized": 0.130139,
        "VolumeTraded": 46223399,
        "Week52High": 240.19,
        "Week52Low": 195.642,
        "Y1ReturnSplitAndDividend": 0.159906,
        "Y1ReturnSplitOnly": 0.134741,
        "Y2ReturnSplitAndDividend": 0.323078,
        "Y2ReturnSplitOnly": 0.296889,
        "Y3ReturnSplitAndDividend": 0.134634,
        "Y3ReturnSplitOnly": 0.112892,
        "Y4ReturnSplitAndDividend": 0.0123441,
        "Y4ReturnSplitOnly": -0.00812494,
        "Y5ReturnSplitAndDividend": 0.119979,
        "Y5ReturnSplitOnly": 0.096434,
        "YTDReturnSplitAndDividend": 0.0755674,
        "YTDReturnSplitOnly": 0.0709077
    },
    "message": null,
    "status": true
}

Notes:

"Y1ReturnSplitAndDividend" - Y1 refers to the calendar year 5 years prior to the current calendar year. Y2 refers to
the calendar year 4 years prior to the current calendar year and so on. If the current calendar year is 2017, then
"Y1ReturnSplitAndDividend" refers to the total return in 2012, Y2 refers to 2013 etc. 
This enables the user to get calendar year returns for each of the 5 prior calendar years.



US NAV Returns

Request:
GET http://45.55.149.131:8002/api/v1.0/nav/stats/us?ticker=composite_ticker

Response:
{
    "data": {
        "AsofDate": "20180320",
        "CompositeTicker": "AADR",
        "DistributionYield": 0.0071638313,
        "FiveYearNAVAnnualizedReturn": 0.1280135622,
        "FiveYearNetFlows": 210387682.5,
        "InceptionNAVAnnualizedReturn": 0.1219852362,
        "NAV": 60.47,
        "NetAssets": 247927000,
        "OneMonthNAVReturn": -0.0082007545,
        "OneMonthNetFlows": 19805500,
        "OneYearNAVReturn": 0.3234843511,
        "OneYearNetFlows": 187958750,
        "PricetoNav": 1.00132,
        "ShareOutstanding": 4100000,
        "TenYearNAVAnnualizedReturn": 0,
        "ThreeYearNAVAnnualizedReturn": 0.1519114972,
        "ThreeYearNetFlows": 202876270,
        "Y1NAVReturn": 0.2043484389,
        "Y1NetFlows": 1894107.5,
        "Y2NAVReturn": -0.0131241904,
        "Y2NetFlows": 4714497.5,
        "Y3NAVReturn": 0.0352224855,
        "Y3NetFlows": 3754030,
        "Y4NAVReturn": 0.0495390295,
        "Y4NetFlows": -1490780,
        "Y5NAVReturn": 0.4564335116,
        "Y5NetFlows": 126150577.5,
        "YTDNAVReturn": 0.0299778573,
        "YTDNetFlows": 75365250
    },
    "message": null,
    "status": true
}

Example call

http://45.55.149.131:8002/api/v1.0/nav/stats/us?ticker=aadr

Note: please remember you need to pass token as header