riskmodels-app · JSON-LD Context
Riskmodels App Context
JSON-LD context defining the semantic vocabulary for Riskmodels App from riskmodels-app.
99 Classes
466 Properties
4 Namespaces
Namespaces
schema:
https://schema.org/
xsd:
http://www.w3.org/2001/XMLSchema#
dcterms:
http://purl.org/dc/terms/
riskmodels:
https://riskmodels.app/schema#
Classes
PositionTransition
AgentMeta
ChatToolCallSummary
RiskMetadata
EstimateResponse
MetricsV3
LevelHedgeSnapshot
HedgeLevelsBlock
DecomposeRequest
DecomposeLayer
DecomposeResponse
CanonicalSnapshotPortfolioRequest
CanonicalSnapshotTickerRequest
CanonicalSnapshotResponse
FundamentalsRow
CostOfDebtImputation
FundamentalsResponse
FundamentalsSensitivityGrid
MetricsSnapshotResponse
TickerReturnsDailyRow
GrossReturnDailyRow
BatchAnalyzeExportRow
TickerReturnsResponseV3
TickerReturnsMeta
BatchHedgeRatios
BatchReturnsPayload
BatchFullMetrics
BatchAnalyzeTickerResult
BatchAnalyzeResponse
L3DecompositionResponse
ReturnsDecompositionResponse
IndustryPanelRow
IndustryPanelResponse
PeerMember
ArtifactCapabilityResponse
ArtifactAsOfResponse
PeersResponse
CohortDisclosures
CohortStatistics
CohortCrossSectionRow
CohortCrossSectionResponse
CohortSeriesPoint
CohortSeries
CohortSeriesResponse
CohortRosterResponse
CohortPnlDecompositionResponse
ResidualSignalReading
LstarResponse
BatchLstarTickerResult
BatchLstarResponse
FactorCorrelationRequest
FactorCorrelationResultBody
MacroFactorsSeriesRow
MacroFactorsSeriesResponse
SurfacePortfolioSeries
EtfCapabilities
EtfIdentifiers
EtfUniverseRow
ErrorResponse
OAuthClientRegistrationRequest
OAuthClientRegistrationResponse
OAuth2TokenRequest
OAuth2TokenResponse
OAuth2RevokeRequest
OAuth2Error
PlaidHolding
RiskMetrics
MCPTool
InsufficientBalance
RateLimitExceeded
Fund
FundLatest
FundWithLatest
FundsBatchRequest
FundsBatchResponse
FundsSearchResponse
FundsStyleMembersResponse
FundCohortRankEntry
FundSnapshotResponse
CohortRankEntry
CohortRankBlock
CohortSnapshotResponse
CohortPortfolioRow
CohortPortfolioHistoryResponse
CohortHolding
CohortHoldingsResponse
StyleCohortReturnsBlock
StyleCohortMetricsResponse
StyleCohortRankingRow
StyleCohortRankingsResponse
FundHedgeLeg
FundHedgeResponse
FundHolding
FundHoldingsResponse
FundPortfolioRow
FundPortfolioHistoryResponse
FundNavRow
FundNavHistoryResponse
FundMetricsResponse
Properties
| Property | Type | Container |
|---|---|---|
| submitted_ticker | string | |
| held_on | date | |
| as_of | date | |
| status | string | |
| identity_source | string | |
| source_bw_sym_id | string | |
| bw_sym_id | string | |
| ticker | string | |
| held_date_tickers | list | |
| held_date_ticker | string | |
| outcome | string | |
| event_ids | list | |
| steps | list | |
| detail | string | |
| cost_usd | decimal | |
| latency_ms | integer | |
| request_id | string | |
| confidence | ||
| data_freshness | dateTime | |
| billing_code | string | |
| cache_status | string | |
| llm_cost_usd | decimal | |
| tool_cost_usd | decimal | |
| tool_calls | integer | |
| tool | string | |
| capability | string | |
| error | string | |
| model_version | string | |
| data_as_of | date | |
| factor_set_id | string | |
| universe_size | integer | |
| wiki_uri | reference | |
| factors | list | |
| data_source | string | |
| range | list | |
| estimated_cost_usd | decimal | |
| estimated_tokens | integer | |
| estimated_rows | integer | |
| estimated_bytes | integer | |
| pricing_model | string | |
| unit_cost_usd | decimal | |
| min_charge | decimal | |
| note | string | |
| vol_23d | decimal | |
| vol_252d_ann | decimal | |
| price_close | decimal | |
| market_cap | decimal | |
| stock_var | decimal | |
| l1_mkt_hr | decimal | |
| l1_mkt_er | decimal | |
| l1_res_er | decimal | |
| l1_cfr | decimal | |
| l1_fr | decimal | |
| l1_rr | decimal | |
| l2_mkt_hr | decimal | |
| l2_sec_hr | decimal | |
| l2_mkt_er | decimal | |
| l2_sec_er | decimal | |
| l2_res_er | decimal | |
| l2_cfr | decimal | |
| l2_fr | decimal | |
| l2_rr | decimal | |
| l3_mkt_hr | decimal | |
| l3_sec_hr | decimal | |
| l3_sub_hr | decimal | |
| l3_mkt_er | decimal | |
| l3_sec_er | decimal | |
| l3_sub_er | decimal | |
| l3_res_er | decimal | |
| l3_cfr | decimal | |
| l3_fr | decimal | |
| l3_rr | decimal | |
| lstar_rr | decimal | |
| lstar_level | integer | |
| l1_mkt_beta | decimal | |
| l2_sec_beta | decimal | |
| l3_sub_beta | decimal | |
| market_hr | decimal | |
| sector_hr | decimal | |
| subsector_hr | decimal | |
| market_er | decimal | |
| sector_er | decimal | |
| subsector_er | decimal | |
| residual_er | decimal | |
| hedge_etfs | ||
| L1 | reference | |
| L2 | reference | |
| L3 | reference | |
| recommended_level | string | |
| statistical_lstar | string | |
| er | decimal | |
| hr | decimal | |
| hedge_etf | string | |
| symbol | string | |
| resolved_via | string | |
| requested_ticker | string | |
| modelled_ticker | string | |
| share_class | string | |
| modelled_share_class | string | |
| price_withheld | boolean | |
| teo | date | |
| exposure | ||
| hedge | ||
| hedge_levels | reference | |
| style | ||
| stock_specific | ||
| _metadata | ||
| _data_health | ||
| type | string | |
| portfolio | list | |
| lookback_days | integer | |
| mode | string | |
| benchmark | string | |
| snapshot | ||
| time_behavior | ||
| attribution | ||
| risk_summary | ||
| metadata | ||
| period_end_date | date | |
| filed_date | date | |
| filed_date_source | string | |
| sec_facts | ||
| gross_margin | decimal | |
| operating_margin | decimal | |
| roe_ttm | decimal | |
| roa_ttm | decimal | |
| leverage_ratio | decimal | |
| fcf_margin | decimal | |
| payout_ratio | decimal | |
| retention_ratio | decimal | |
| buyback_ratio | decimal | |
| total_payout_ratio | decimal | |
| sustainable_growth | decimal | |
| equity_bridge_residual | decimal | |
| equity_bridge_inputs | list | |
| beta_market | decimal | |
| beta_sector | decimal | |
| beta_subsector | decimal | |
| beta_source | string | |
| rf_rate | decimal | |
| cost_of_equity | decimal | |
| cost_of_debt | decimal | |
| cost_of_debt_imputed | decimal | |
| cost_of_debt_imputation | reference | |
| wacc | decimal | |
| wacc_imputed | decimal | |
| economic_profit | decimal | |
| method | string | |
| risk_free_rate | decimal | |
| credit_spread | decimal | |
| hqm_spot_rate | decimal | |
| hqm_observation_date | date | |
| corporate_series | string | |
| treasury_series | string | |
| rating_scope | string | |
| periods_returned | integer | |
| rows | list | |
| sensitivity_grid | reference | |
| disclosures | ||
| erp_values | list | |
| rf_tenor_values | list | |
| tax_rate | decimal | |
| cells | list | |
| periodicity | string | |
| metrics | reference | |
| display | ||
| meta | ||
| date | date | |
| returns_gross | decimal | |
| gross_return | decimal | |
| l1 | decimal | |
| l2 | decimal | |
| l3 | decimal | |
| asset_type | string | |
| delisted | boolean | |
| ticker_reassigned | boolean | |
| current_holder | ||
| resolution_degraded | boolean | |
| history_starts | date | |
| data | list | |
| market_etf | string | |
| sector_etf | string | |
| subsector_etf | string | |
| universe | string | |
| l1_market | decimal | |
| l2_market | decimal | |
| l2_sector | decimal | |
| l3_market | decimal | |
| l3_sector | decimal | |
| l3_subsector | decimal | |
| dates | list | |
| values | list | |
| volatility | decimal | |
| l1_market_hr | decimal | |
| l2_market_hr | decimal | |
| l2_sector_hr | decimal | |
| l3_market_hr | decimal | |
| l3_sector_hr | decimal | |
| l3_subsector_hr | decimal | |
| l1_market_er | decimal | |
| l1_residual_er | decimal | |
| l2_market_er | decimal | |
| l2_sector_er | decimal | |
| l2_residual_er | decimal | |
| l3_market_er | decimal | |
| l3_sector_er | decimal | |
| l3_subsector_er | decimal | |
| l3_residual_er | decimal | |
| close_price | decimal | |
| error_code | string | |
| returns | reference | |
| hedge_ratios | reference | |
| full_metrics | reference | |
| results | ||
| summary | ||
| _agent | reference | |
| market_factor_etf | string | |
| l1_factor_return | list | |
| l2_factor_return | list | |
| l3_factor_return | list | |
| l1_combined_factor_return | list | |
| l2_combined_factor_return | list | |
| l3_combined_factor_return | list | |
| l1_residual_return | list | |
| l2_residual_return | list | |
| l3_residual_return | list | |
| lstar | list | |
| lstar_residual_return | list | |
| threshold_used | decimal | |
| industry_code | integer | |
| level | string | |
| beta_mean | decimal | |
| beta_variance | decimal | |
| n_companies | integer | |
| total_log_mcap_weight | decimal | |
| n_facts | integer | |
| fact | string | |
| industries | list | |
| by | string | |
| panel_key | string | |
| min_peers | integer | |
| company_name | string | |
| derived_from | string | |
| discovery | ||
| subject_kinds | list | |
| prerendered_subject_kinds | list | |
| store_resolved_latest_kinds | list | |
| unimplemented_subject_kinds | ||
| params | ||
| pairs | list | |
| unavailable | list | |
| counts | ||
| slug | string | |
| version | string | |
| subject_id | string | |
| subject_kind | string | |
| canonical_subject_id | string | |
| subject_id_spellings_searched | list | |
| as_of_latest | string | |
| latest | date | |
| vintages | list | |
| count | integer | |
| target | reference | |
| group_by | string | |
| group_etf | string | |
| peers | list | |
| peer_count | integer | |
| warnings | list | |
| no_intercept_contract | string | |
| return_source_legend | string | |
| coverage | string | |
| dispersion_use | string | |
| er_sign | string | |
| thin_cohorts | string | |
| residual_mean | decimal | |
| residual_mean_cw | decimal | |
| residual_sd | decimal | |
| residual_skew | decimal | |
| residual_p10 | decimal | |
| residual_p90 | decimal | |
| mean_pairwise_corr | decimal | |
| n_names | integer | |
| n_effective | decimal | |
| weight_top1 | decimal | |
| membership_churn | integer | |
| linked_beta | decimal | |
| link_fit_resid_sd | decimal | |
| linked_beta_r2 | decimal | |
| linked_beta_roll63 | decimal | |
| cohort_factor_return | decimal | |
| cohort_residual_return | decimal | |
| cohort_ER | decimal | |
| factor_source | integer | |
| parent | string | |
| cohorts | list | |
| variables | list | |
| min_names | integer | |
| store_build | string | |
| proxy_source | string | |
| points | list | |
| proxied_fraction | decimal | |
| panel | list | |
| basis | string | |
| n_days | integer | |
| totals | ||
| by_cohort | list | |
| series | list | |
| net_weight | decimal | |
| gross_weight | decimal | |
| residual_z_5d | decimal | |
| signal_strength | decimal | |
| decile_rank | integer | |
| industry_percentile | decimal | |
| residual_autocorr_5d | decimal | |
| signal_quality_quintile | integer | |
| axis | string | |
| total_er | list | |
| residual_return | list | |
| years | integer | |
| return_type | string | |
| window_days | integer | |
| correlations | ||
| overlap_days | integer | |
| factor_key | string | |
| return_gross | decimal | |
| factors_requested | list | |
| start | date | |
| end | date | |
| row_count | integer | |
| portfolio_id | string | |
| benchmark_context_id | string | |
| source_kind | string | |
| weight_basis | string | |
| teo_frequency | string | |
| variance_shares | ||
| n_rows | integer | |
| cascade | boolean | |
| priced | boolean | |
| priced_from | date | |
| holdings | boolean | |
| holdings_as_of | date | |
| factor_role | string | |
| bw_etf_id | string | |
| figi | string | |
| cik | string | |
| name | string | |
| capabilities | reference | |
| identifiers | reference | |
| message | string | |
| code | integer | |
| details | ||
| redirect_uris | list | |
| client_name | string | |
| client_id | string | |
| client_id_issued_at | integer | |
| grant_types | list | |
| response_types | list | |
| token_endpoint_auth_method | string | |
| grant_type | string | |
| redirect_uri | reference | |
| code_verifier | string | |
| refresh_token | string | |
| access_token | string | |
| token_type | string | |
| expires_in | integer | |
| scope | string | |
| token | string | |
| error_description | string | |
| account_id | string | |
| security_id | string | |
| institution_value | decimal | |
| quantity | decimal | |
| risk_metrics | reference | |
| annualized_volatility | decimal | |
| sharpe_ratio | decimal | |
| description | string | |
| inputSchema | ||
| outputSchema | ||
| balance_usd | decimal | |
| top_up_url | reference | |
| retry_after | dateTime | |
| limit | integer | |
| bw_fund_id | string | |
| series_id | string | |
| fund_name | string | |
| morningstar_category | string | |
| equity_style_9box | string | |
| style_link_method | string | |
| primary_bw_fund_id | string | |
| latest_report_date | date | |
| latest_filing_date | date | |
| latest_extracted_at | dateTime | |
| latest_total_adj_mv | decimal | |
| latest_n_holdings | integer | |
| latest_effective_n | decimal | |
| last_in_eligible_universe_at | date | |
| death_date | date | |
| is_etf | boolean | |
| is_etf_source | string | |
| is_money_market | boolean | |
| report_date | date | |
| filing_date | date | |
| extracted_at | dateTime | |
| portfolio_gross_return | decimal | |
| portfolio_market_return | decimal | |
| portfolio_sector_return | decimal | |
| portfolio_subsector_return | decimal | |
| portfolio_idiosyncratic_return | decimal | |
| identity_residual | decimal | |
| weight_sum | decimal | |
| n_holdings_active | integer | |
| effective_n | decimal | |
| top10_weight_sum | decimal | |
| total_adj_mv | decimal | |
| n_funds_in_cell_at_report_date | integer | |
| last_synced_at | dateTime | |
| fund | reference | |
| fund_ids | list | |
| metric | string | |
| period_window | string | |
| rank | integer | |
| cohort_size | integer | |
| value | decimal | |
| portfolio_history | ||
| nav_history | ||
| cohort_context | ||
| entity_id | string | |
| weighting | string | |
| filing_date_max | date | |
| n_funds_in_cell | integer | |
| top_funds | ||
| top_symbols | ||
| ew | reference | |
| mv | reference | |
| n_periods | integer | |
| start_teo | date | |
| end_teo | date | |
| weight | decimal | |
| contribution_gross | decimal | |
| contribution_market | decimal | |
| contribution_sector | decimal | |
| contribution_subsector | decimal | |
| contribution_idiosyncratic | decimal | |
| n_funds_holding | integer | |
| n_returned | integer | |
| n_total_holdings | integer | |
| weightings | ||
| cohort_type | string | |
| etf | string | |
| holdings_teo | date | |
| adj_mv | decimal | |
| source | string | |
| time_basis | string | |
| filing_date_source | string | |
| has_new_data | boolean | |
| book_rows | integer | |
| universe_dropped_mv | decimal | |
| ticker_as_of | string | |
| aum_reported | decimal | |
| aum_erm3 | decimal | |
| net_assets | decimal | |
| book | ||
| n_holdings_returned | integer | |
| nav_close | decimal | |
| nav_return_monthly | decimal | |
| diagnostics |
JSON-LD Document
{
"@context": {
"@vocab": "https://riskmodels.app/schema#",
"schema": "https://schema.org/",
"xsd": "http://www.w3.org/2001/XMLSchema#",
"dcterms": "http://purl.org/dc/terms/",
"riskmodels": "https://riskmodels.app/schema#",
"PositionTransition": "riskmodels:PositionTransition",
"submitted_ticker": {
"@id": "riskmodels:submitted_ticker",
"@type": "xsd:string"
},
"held_on": {
"@id": "riskmodels:held_on",
"@type": "xsd:date"
},
"as_of": {
"@id": "riskmodels:as_of",
"@type": "xsd:date"
},
"status": {
"@id": "riskmodels:status",
"@type": "xsd:string"
},
"identity_source": {
"@id": "riskmodels:identity_source",
"@type": "xsd:string"
},
"source_bw_sym_id": {
"@id": "riskmodels:source_bw_sym_id",
"@type": "xsd:string"
},
"bw_sym_id": {
"@id": "riskmodels:bw_sym_id",
"@type": "xsd:string"
},
"ticker": {
"@id": "riskmodels:ticker",
"@type": "xsd:string"
},
"held_date_tickers": {
"@id": "riskmodels:held_date_tickers",
"@container": "@list"
},
"held_date_ticker": {
"@id": "riskmodels:held_date_ticker",
"@type": "xsd:string"
},
"outcome": {
"@id": "riskmodels:outcome",
"@type": "xsd:string"
},
"event_ids": {
"@id": "riskmodels:event_ids",
"@container": "@list"
},
"steps": {
"@id": "riskmodels:steps",
"@container": "@list"
},
"detail": {
"@id": "riskmodels:detail",
"@type": "xsd:string"
},
"AgentMeta": "riskmodels:AgentMeta",
"cost_usd": {
"@id": "riskmodels:cost_usd",
"@type": "xsd:decimal"
},
"latency_ms": {
"@id": "riskmodels:latency_ms",
"@type": "xsd:integer"
},
"request_id": {
"@id": "riskmodels:request_id",
"@type": "xsd:string"
},
"confidence": {
"@id": "riskmodels:confidence"
},
"data_freshness": {
"@id": "riskmodels:data_freshness",
"@type": "xsd:dateTime"
},
"billing_code": {
"@id": "riskmodels:billing_code",
"@type": "xsd:string"
},
"cache_status": {
"@id": "riskmodels:cache_status",
"@type": "xsd:string"
},
"llm_cost_usd": {
"@id": "riskmodels:llm_cost_usd",
"@type": "xsd:decimal"
},
"tool_cost_usd": {
"@id": "riskmodels:tool_cost_usd",
"@type": "xsd:decimal"
},
"tool_calls": {
"@id": "riskmodels:tool_calls",
"@type": "xsd:integer"
},
"ChatToolCallSummary": "riskmodels:ChatToolCallSummary",
"tool": {
"@id": "riskmodels:tool",
"@type": "xsd:string"
},
"capability": {
"@id": "riskmodels:capability",
"@type": "xsd:string"
},
"error": {
"@id": "riskmodels:error",
"@type": "xsd:string"
},
"RiskMetadata": "riskmodels:RiskMetadata",
"model_version": {
"@id": "riskmodels:model_version",
"@type": "xsd:string"
},
"data_as_of": {
"@id": "riskmodels:data_as_of",
"@type": "xsd:date"
},
"factor_set_id": {
"@id": "riskmodels:factor_set_id",
"@type": "xsd:string"
},
"universe_size": {
"@id": "riskmodels:universe_size",
"@type": "xsd:integer"
},
"wiki_uri": {
"@id": "riskmodels:wiki_uri",
"@type": "@id"
},
"factors": {
"@id": "riskmodels:factors",
"@container": "@list"
},
"data_source": {
"@id": "riskmodels:data_source",
"@type": "xsd:string"
},
"range": {
"@id": "riskmodels:range",
"@container": "@list"
},
"EstimateResponse": "riskmodels:EstimateResponse",
"estimated_cost_usd": {
"@id": "riskmodels:estimated_cost_usd",
"@type": "xsd:decimal"
},
"estimated_tokens": {
"@id": "riskmodels:estimated_tokens",
"@type": "xsd:integer"
},
"estimated_rows": {
"@id": "riskmodels:estimated_rows",
"@type": "xsd:integer"
},
"estimated_bytes": {
"@id": "riskmodels:estimated_bytes",
"@type": "xsd:integer"
},
"pricing_model": {
"@id": "riskmodels:pricing_model",
"@type": "xsd:string"
},
"unit_cost_usd": {
"@id": "riskmodels:unit_cost_usd",
"@type": "xsd:decimal"
},
"min_charge": {
"@id": "riskmodels:min_charge",
"@type": "xsd:decimal"
},
"note": {
"@id": "riskmodels:note",
"@type": "xsd:string"
},
"MetricsV3": "riskmodels:MetricsV3",
"vol_23d": {
"@id": "riskmodels:vol_23d",
"@type": "xsd:decimal"
},
"vol_252d_ann": {
"@id": "riskmodels:vol_252d_ann",
"@type": "xsd:decimal"
},
"price_close": {
"@id": "riskmodels:price_close",
"@type": "xsd:decimal"
},
"market_cap": {
"@id": "riskmodels:market_cap",
"@type": "xsd:decimal"
},
"stock_var": {
"@id": "riskmodels:stock_var",
"@type": "xsd:decimal"
},
"l1_mkt_hr": {
"@id": "riskmodels:l1_mkt_hr",
"@type": "xsd:decimal"
},
"l1_mkt_er": {
"@id": "riskmodels:l1_mkt_er",
"@type": "xsd:decimal"
},
"l1_res_er": {
"@id": "riskmodels:l1_res_er",
"@type": "xsd:decimal"
},
"l1_cfr": {
"@id": "riskmodels:l1_cfr",
"@type": "xsd:decimal"
},
"l1_fr": {
"@id": "riskmodels:l1_fr",
"@type": "xsd:decimal"
},
"l1_rr": {
"@id": "riskmodels:l1_rr",
"@type": "xsd:decimal"
},
"l2_mkt_hr": {
"@id": "riskmodels:l2_mkt_hr",
"@type": "xsd:decimal"
},
"l2_sec_hr": {
"@id": "riskmodels:l2_sec_hr",
"@type": "xsd:decimal"
},
"l2_mkt_er": {
"@id": "riskmodels:l2_mkt_er",
"@type": "xsd:decimal"
},
"l2_sec_er": {
"@id": "riskmodels:l2_sec_er",
"@type": "xsd:decimal"
},
"l2_res_er": {
"@id": "riskmodels:l2_res_er",
"@type": "xsd:decimal"
},
"l2_cfr": {
"@id": "riskmodels:l2_cfr",
"@type": "xsd:decimal"
},
"l2_fr": {
"@id": "riskmodels:l2_fr",
"@type": "xsd:decimal"
},
"l2_rr": {
"@id": "riskmodels:l2_rr",
"@type": "xsd:decimal"
},
"l3_mkt_hr": {
"@id": "riskmodels:l3_mkt_hr",
"@type": "xsd:decimal"
},
"l3_sec_hr": {
"@id": "riskmodels:l3_sec_hr",
"@type": "xsd:decimal"
},
"l3_sub_hr": {
"@id": "riskmodels:l3_sub_hr",
"@type": "xsd:decimal"
},
"l3_mkt_er": {
"@id": "riskmodels:l3_mkt_er",
"@type": "xsd:decimal"
},
"l3_sec_er": {
"@id": "riskmodels:l3_sec_er",
"@type": "xsd:decimal"
},
"l3_sub_er": {
"@id": "riskmodels:l3_sub_er",
"@type": "xsd:decimal"
},
"l3_res_er": {
"@id": "riskmodels:l3_res_er",
"@type": "xsd:decimal"
},
"l3_cfr": {
"@id": "riskmodels:l3_cfr",
"@type": "xsd:decimal"
},
"l3_fr": {
"@id": "riskmodels:l3_fr",
"@type": "xsd:decimal"
},
"l3_rr": {
"@id": "riskmodels:l3_rr",
"@type": "xsd:decimal"
},
"lstar_rr": {
"@id": "riskmodels:lstar_rr",
"@type": "xsd:decimal"
},
"lstar_level": {
"@id": "riskmodels:lstar_level",
"@type": "xsd:integer"
},
"l1_mkt_beta": {
"@id": "riskmodels:l1_mkt_beta",
"@type": "xsd:decimal"
},
"l2_sec_beta": {
"@id": "riskmodels:l2_sec_beta",
"@type": "xsd:decimal"
},
"l3_sub_beta": {
"@id": "riskmodels:l3_sub_beta",
"@type": "xsd:decimal"
},
"LevelHedgeSnapshot": "riskmodels:LevelHedgeSnapshot",
"market_hr": {
"@id": "riskmodels:market_hr",
"@type": "xsd:decimal"
},
"sector_hr": {
"@id": "riskmodels:sector_hr",
"@type": "xsd:decimal"
},
"subsector_hr": {
"@id": "riskmodels:subsector_hr",
"@type": "xsd:decimal"
},
"market_er": {
"@id": "riskmodels:market_er",
"@type": "xsd:decimal"
},
"sector_er": {
"@id": "riskmodels:sector_er",
"@type": "xsd:decimal"
},
"subsector_er": {
"@id": "riskmodels:subsector_er",
"@type": "xsd:decimal"
},
"residual_er": {
"@id": "riskmodels:residual_er",
"@type": "xsd:decimal"
},
"hedge_etfs": {
"@id": "riskmodels:hedge_etfs"
},
"HedgeLevelsBlock": "riskmodels:HedgeLevelsBlock",
"L1": {
"@id": "riskmodels:L1",
"@type": "@id"
},
"L2": {
"@id": "riskmodels:L2",
"@type": "@id"
},
"L3": {
"@id": "riskmodels:L3",
"@type": "@id"
},
"recommended_level": {
"@id": "riskmodels:recommended_level",
"@type": "xsd:string"
},
"statistical_lstar": {
"@id": "riskmodels:statistical_lstar",
"@type": "xsd:string"
},
"DecomposeRequest": "riskmodels:DecomposeRequest",
"DecomposeLayer": "riskmodels:DecomposeLayer",
"er": {
"@id": "riskmodels:er",
"@type": "xsd:decimal"
},
"hr": {
"@id": "riskmodels:hr",
"@type": "xsd:decimal"
},
"hedge_etf": {
"@id": "riskmodels:hedge_etf",
"@type": "xsd:string"
},
"DecomposeResponse": "riskmodels:DecomposeResponse",
"symbol": {
"@id": "riskmodels:symbol",
"@type": "xsd:string"
},
"resolved_via": {
"@id": "riskmodels:resolved_via",
"@type": "xsd:string"
},
"requested_ticker": {
"@id": "riskmodels:requested_ticker",
"@type": "xsd:string"
},
"modelled_ticker": {
"@id": "riskmodels:modelled_ticker",
"@type": "xsd:string"
},
"share_class": {
"@id": "riskmodels:share_class",
"@type": "xsd:string"
},
"modelled_share_class": {
"@id": "riskmodels:modelled_share_class",
"@type": "xsd:string"
},
"price_withheld": {
"@id": "riskmodels:price_withheld",
"@type": "xsd:boolean"
},
"teo": {
"@id": "riskmodels:teo",
"@type": "xsd:date"
},
"exposure": {
"@id": "riskmodels:exposure"
},
"hedge": {
"@id": "riskmodels:hedge"
},
"hedge_levels": {
"@id": "riskmodels:hedge_levels",
"@type": "@id"
},
"style": {
"@id": "riskmodels:style"
},
"stock_specific": {
"@id": "riskmodels:stock_specific"
},
"_metadata": {
"@id": "riskmodels:_metadata"
},
"_data_health": {
"@id": "riskmodels:_data_health"
},
"CanonicalSnapshotPortfolioRequest": "riskmodels:CanonicalSnapshotPortfolioRequest",
"type": {
"@id": "riskmodels:type",
"@type": "xsd:string"
},
"portfolio": {
"@id": "riskmodels:portfolio",
"@container": "@list"
},
"lookback_days": {
"@id": "riskmodels:lookback_days",
"@type": "xsd:integer"
},
"mode": {
"@id": "riskmodels:mode",
"@type": "xsd:string"
},
"benchmark": {
"@id": "riskmodels:benchmark",
"@type": "xsd:string"
},
"CanonicalSnapshotTickerRequest": "riskmodels:CanonicalSnapshotTickerRequest",
"CanonicalSnapshotResponse": "riskmodels:CanonicalSnapshotResponse",
"snapshot": {
"@id": "riskmodels:snapshot"
},
"time_behavior": {
"@id": "riskmodels:time_behavior"
},
"attribution": {
"@id": "riskmodels:attribution"
},
"risk_summary": {
"@id": "riskmodels:risk_summary"
},
"metadata": {
"@id": "riskmodels:metadata"
},
"FundamentalsRow": "riskmodels:FundamentalsRow",
"period_end_date": {
"@id": "riskmodels:period_end_date",
"@type": "xsd:date"
},
"filed_date": {
"@id": "riskmodels:filed_date",
"@type": "xsd:date"
},
"filed_date_source": {
"@id": "riskmodels:filed_date_source",
"@type": "xsd:string"
},
"sec_facts": {
"@id": "riskmodels:sec_facts"
},
"gross_margin": {
"@id": "riskmodels:gross_margin",
"@type": "xsd:decimal"
},
"operating_margin": {
"@id": "riskmodels:operating_margin",
"@type": "xsd:decimal"
},
"roe_ttm": {
"@id": "riskmodels:roe_ttm",
"@type": "xsd:decimal"
},
"roa_ttm": {
"@id": "riskmodels:roa_ttm",
"@type": "xsd:decimal"
},
"leverage_ratio": {
"@id": "riskmodels:leverage_ratio",
"@type": "xsd:decimal"
},
"fcf_margin": {
"@id": "riskmodels:fcf_margin",
"@type": "xsd:decimal"
},
"payout_ratio": {
"@id": "riskmodels:payout_ratio",
"@type": "xsd:decimal"
},
"retention_ratio": {
"@id": "riskmodels:retention_ratio",
"@type": "xsd:decimal"
},
"buyback_ratio": {
"@id": "riskmodels:buyback_ratio",
"@type": "xsd:decimal"
},
"total_payout_ratio": {
"@id": "riskmodels:total_payout_ratio",
"@type": "xsd:decimal"
},
"sustainable_growth": {
"@id": "riskmodels:sustainable_growth",
"@type": "xsd:decimal"
},
"equity_bridge_residual": {
"@id": "riskmodels:equity_bridge_residual",
"@type": "xsd:decimal"
},
"equity_bridge_inputs": {
"@id": "riskmodels:equity_bridge_inputs",
"@container": "@list"
},
"beta_market": {
"@id": "riskmodels:beta_market",
"@type": "xsd:decimal"
},
"beta_sector": {
"@id": "riskmodels:beta_sector",
"@type": "xsd:decimal"
},
"beta_subsector": {
"@id": "riskmodels:beta_subsector",
"@type": "xsd:decimal"
},
"beta_source": {
"@id": "riskmodels:beta_source",
"@type": "xsd:string"
},
"rf_rate": {
"@id": "riskmodels:rf_rate",
"@type": "xsd:decimal"
},
"cost_of_equity": {
"@id": "riskmodels:cost_of_equity",
"@type": "xsd:decimal"
},
"cost_of_debt": {
"@id": "riskmodels:cost_of_debt",
"@type": "xsd:decimal"
},
"cost_of_debt_imputed": {
"@id": "riskmodels:cost_of_debt_imputed",
"@type": "xsd:decimal"
},
"cost_of_debt_imputation": {
"@id": "riskmodels:cost_of_debt_imputation",
"@type": "@id"
},
"wacc": {
"@id": "riskmodels:wacc",
"@type": "xsd:decimal"
},
"wacc_imputed": {
"@id": "riskmodels:wacc_imputed",
"@type": "xsd:decimal"
},
"economic_profit": {
"@id": "riskmodels:economic_profit",
"@type": "xsd:decimal"
},
"CostOfDebtImputation": "riskmodels:CostOfDebtImputation",
"method": {
"@id": "riskmodels:method",
"@type": "xsd:string"
},
"risk_free_rate": {
"@id": "riskmodels:risk_free_rate",
"@type": "xsd:decimal"
},
"credit_spread": {
"@id": "riskmodels:credit_spread",
"@type": "xsd:decimal"
},
"hqm_spot_rate": {
"@id": "riskmodels:hqm_spot_rate",
"@type": "xsd:decimal"
},
"hqm_observation_date": {
"@id": "riskmodels:hqm_observation_date",
"@type": "xsd:date"
},
"corporate_series": {
"@id": "riskmodels:corporate_series",
"@type": "xsd:string"
},
"treasury_series": {
"@id": "riskmodels:treasury_series",
"@type": "xsd:string"
},
"rating_scope": {
"@id": "riskmodels:rating_scope",
"@type": "xsd:string"
},
"FundamentalsResponse": "riskmodels:FundamentalsResponse",
"periods_returned": {
"@id": "riskmodels:periods_returned",
"@type": "xsd:integer"
},
"rows": {
"@id": "riskmodels:rows",
"@container": "@list"
},
"sensitivity_grid": {
"@id": "riskmodels:sensitivity_grid",
"@type": "@id"
},
"disclosures": {
"@id": "riskmodels:disclosures"
},
"FundamentalsSensitivityGrid": "riskmodels:FundamentalsSensitivityGrid",
"erp_values": {
"@id": "riskmodels:erp_values",
"@container": "@list"
},
"rf_tenor_values": {
"@id": "riskmodels:rf_tenor_values",
"@container": "@list"
},
"tax_rate": {
"@id": "riskmodels:tax_rate",
"@type": "xsd:decimal"
},
"cells": {
"@id": "riskmodels:cells",
"@container": "@list"
},
"MetricsSnapshotResponse": "riskmodels:MetricsSnapshotResponse",
"periodicity": {
"@id": "riskmodels:periodicity",
"@type": "xsd:string"
},
"metrics": {
"@id": "riskmodels:metrics",
"@type": "@id"
},
"display": {
"@id": "riskmodels:display"
},
"meta": {
"@id": "riskmodels:meta"
},
"TickerReturnsDailyRow": "riskmodels:TickerReturnsDailyRow",
"date": {
"@id": "riskmodels:date",
"@type": "xsd:date"
},
"returns_gross": {
"@id": "riskmodels:returns_gross",
"@type": "xsd:decimal"
},
"GrossReturnDailyRow": "riskmodels:GrossReturnDailyRow",
"BatchAnalyzeExportRow": "riskmodels:BatchAnalyzeExportRow",
"gross_return": {
"@id": "riskmodels:gross_return",
"@type": "xsd:decimal"
},
"l1": {
"@id": "riskmodels:l1",
"@type": "xsd:decimal"
},
"l2": {
"@id": "riskmodels:l2",
"@type": "xsd:decimal"
},
"l3": {
"@id": "riskmodels:l3",
"@type": "xsd:decimal"
},
"TickerReturnsResponseV3": "riskmodels:TickerReturnsResponseV3",
"asset_type": {
"@id": "riskmodels:asset_type",
"@type": "xsd:string"
},
"delisted": {
"@id": "riskmodels:delisted",
"@type": "xsd:boolean"
},
"ticker_reassigned": {
"@id": "riskmodels:ticker_reassigned",
"@type": "xsd:boolean"
},
"current_holder": {
"@id": "riskmodels:current_holder"
},
"resolution_degraded": {
"@id": "riskmodels:resolution_degraded",
"@type": "xsd:boolean"
},
"history_starts": {
"@id": "riskmodels:history_starts",
"@type": "xsd:date"
},
"data": {
"@id": "riskmodels:data",
"@container": "@list"
},
"TickerReturnsMeta": "riskmodels:TickerReturnsMeta",
"market_etf": {
"@id": "riskmodels:market_etf",
"@type": "xsd:string"
},
"sector_etf": {
"@id": "riskmodels:sector_etf",
"@type": "xsd:string"
},
"subsector_etf": {
"@id": "riskmodels:subsector_etf",
"@type": "xsd:string"
},
"universe": {
"@id": "riskmodels:universe",
"@type": "xsd:string"
},
"BatchHedgeRatios": "riskmodels:BatchHedgeRatios",
"l1_market": {
"@id": "riskmodels:l1_market",
"@type": "xsd:decimal"
},
"l2_market": {
"@id": "riskmodels:l2_market",
"@type": "xsd:decimal"
},
"l2_sector": {
"@id": "riskmodels:l2_sector",
"@type": "xsd:decimal"
},
"l3_market": {
"@id": "riskmodels:l3_market",
"@type": "xsd:decimal"
},
"l3_sector": {
"@id": "riskmodels:l3_sector",
"@type": "xsd:decimal"
},
"l3_subsector": {
"@id": "riskmodels:l3_subsector",
"@type": "xsd:decimal"
},
"BatchReturnsPayload": "riskmodels:BatchReturnsPayload",
"dates": {
"@id": "riskmodels:dates",
"@container": "@list"
},
"values": {
"@id": "riskmodels:values",
"@container": "@list"
},
"BatchFullMetrics": "riskmodels:BatchFullMetrics",
"volatility": {
"@id": "riskmodels:volatility",
"@type": "xsd:decimal"
},
"l1_market_hr": {
"@id": "riskmodels:l1_market_hr",
"@type": "xsd:decimal"
},
"l2_market_hr": {
"@id": "riskmodels:l2_market_hr",
"@type": "xsd:decimal"
},
"l2_sector_hr": {
"@id": "riskmodels:l2_sector_hr",
"@type": "xsd:decimal"
},
"l3_market_hr": {
"@id": "riskmodels:l3_market_hr",
"@type": "xsd:decimal"
},
"l3_sector_hr": {
"@id": "riskmodels:l3_sector_hr",
"@type": "xsd:decimal"
},
"l3_subsector_hr": {
"@id": "riskmodels:l3_subsector_hr",
"@type": "xsd:decimal"
},
"l1_market_er": {
"@id": "riskmodels:l1_market_er",
"@type": "xsd:decimal"
},
"l1_residual_er": {
"@id": "riskmodels:l1_residual_er",
"@type": "xsd:decimal"
},
"l2_market_er": {
"@id": "riskmodels:l2_market_er",
"@type": "xsd:decimal"
},
"l2_sector_er": {
"@id": "riskmodels:l2_sector_er",
"@type": "xsd:decimal"
},
"l2_residual_er": {
"@id": "riskmodels:l2_residual_er",
"@type": "xsd:decimal"
},
"l3_market_er": {
"@id": "riskmodels:l3_market_er",
"@type": "xsd:decimal"
},
"l3_sector_er": {
"@id": "riskmodels:l3_sector_er",
"@type": "xsd:decimal"
},
"l3_subsector_er": {
"@id": "riskmodels:l3_subsector_er",
"@type": "xsd:decimal"
},
"l3_residual_er": {
"@id": "riskmodels:l3_residual_er",
"@type": "xsd:decimal"
},
"close_price": {
"@id": "riskmodels:close_price",
"@type": "xsd:decimal"
},
"BatchAnalyzeTickerResult": "riskmodels:BatchAnalyzeTickerResult",
"error_code": {
"@id": "riskmodels:error_code",
"@type": "xsd:string"
},
"returns": {
"@id": "riskmodels:returns",
"@type": "@id"
},
"hedge_ratios": {
"@id": "riskmodels:hedge_ratios",
"@type": "@id"
},
"full_metrics": {
"@id": "riskmodels:full_metrics",
"@type": "@id"
},
"BatchAnalyzeResponse": "riskmodels:BatchAnalyzeResponse",
"results": {
"@id": "riskmodels:results"
},
"summary": {
"@id": "riskmodels:summary"
},
"_agent": {
"@id": "riskmodels:_agent",
"@type": "@id"
},
"L3DecompositionResponse": "riskmodels:L3DecompositionResponse",
"market_factor_etf": {
"@id": "riskmodels:market_factor_etf",
"@type": "xsd:string"
},
"ReturnsDecompositionResponse": "riskmodels:ReturnsDecompositionResponse",
"l1_factor_return": {
"@id": "riskmodels:l1_factor_return",
"@container": "@list"
},
"l2_factor_return": {
"@id": "riskmodels:l2_factor_return",
"@container": "@list"
},
"l3_factor_return": {
"@id": "riskmodels:l3_factor_return",
"@container": "@list"
},
"l1_combined_factor_return": {
"@id": "riskmodels:l1_combined_factor_return",
"@container": "@list"
},
"l2_combined_factor_return": {
"@id": "riskmodels:l2_combined_factor_return",
"@container": "@list"
},
"l3_combined_factor_return": {
"@id": "riskmodels:l3_combined_factor_return",
"@container": "@list"
},
"l1_residual_return": {
"@id": "riskmodels:l1_residual_return",
"@container": "@list"
},
"l2_residual_return": {
"@id": "riskmodels:l2_residual_return",
"@container": "@list"
},
"l3_residual_return": {
"@id": "riskmodels:l3_residual_return",
"@container": "@list"
},
"lstar": {
"@id": "riskmodels:lstar",
"@container": "@list"
},
"lstar_residual_return": {
"@id": "riskmodels:lstar_residual_return",
"@container": "@list"
},
"threshold_used": {
"@id": "riskmodels:threshold_used",
"@type": "xsd:decimal"
},
"IndustryPanelRow": "riskmodels:IndustryPanelRow",
"industry_code": {
"@id": "riskmodels:industry_code",
"@type": "xsd:integer"
},
"level": {
"@id": "riskmodels:level",
"@type": "xsd:string"
},
"beta_mean": {
"@id": "riskmodels:beta_mean",
"@type": "xsd:decimal"
},
"beta_variance": {
"@id": "riskmodels:beta_variance",
"@type": "xsd:decimal"
},
"n_companies": {
"@id": "riskmodels:n_companies",
"@type": "xsd:integer"
},
"total_log_mcap_weight": {
"@id": "riskmodels:total_log_mcap_weight",
"@type": "xsd:decimal"
},
"n_facts": {
"@id": "riskmodels:n_facts",
"@type": "xsd:integer"
},
"fact": {
"@id": "riskmodels:fact",
"@type": "xsd:string"
},
"IndustryPanelResponse": "riskmodels:IndustryPanelResponse",
"industries": {
"@id": "riskmodels:industries",
"@container": "@list"
},
"by": {
"@id": "riskmodels:by",
"@type": "xsd:string"
},
"panel_key": {
"@id": "riskmodels:panel_key",
"@type": "xsd:string"
},
"min_peers": {
"@id": "riskmodels:min_peers",
"@type": "xsd:integer"
},
"PeerMember": "riskmodels:PeerMember",
"company_name": {
"@id": "riskmodels:company_name",
"@type": "xsd:string"
},
"ArtifactCapabilityResponse": "riskmodels:ArtifactCapabilityResponse",
"derived_from": {
"@id": "riskmodels:derived_from",
"@type": "xsd:string"
},
"discovery": {
"@id": "riskmodels:discovery"
},
"subject_kinds": {
"@id": "riskmodels:subject_kinds",
"@container": "@list"
},
"prerendered_subject_kinds": {
"@id": "riskmodels:prerendered_subject_kinds",
"@container": "@list"
},
"store_resolved_latest_kinds": {
"@id": "riskmodels:store_resolved_latest_kinds",
"@container": "@list"
},
"unimplemented_subject_kinds": {
"@id": "riskmodels:unimplemented_subject_kinds"
},
"params": {
"@id": "riskmodels:params"
},
"pairs": {
"@id": "riskmodels:pairs",
"@container": "@list"
},
"unavailable": {
"@id": "riskmodels:unavailable",
"@container": "@list"
},
"counts": {
"@id": "riskmodels:counts"
},
"ArtifactAsOfResponse": "riskmodels:ArtifactAsOfResponse",
"slug": {
"@id": "riskmodels:slug",
"@type": "xsd:string"
},
"version": {
"@id": "riskmodels:version",
"@type": "xsd:string"
},
"subject_id": {
"@id": "riskmodels:subject_id",
"@type": "xsd:string"
},
"subject_kind": {
"@id": "riskmodels:subject_kind",
"@type": "xsd:string"
},
"canonical_subject_id": {
"@id": "riskmodels:canonical_subject_id",
"@type": "xsd:string"
},
"subject_id_spellings_searched": {
"@id": "riskmodels:subject_id_spellings_searched",
"@container": "@list"
},
"as_of_latest": {
"@id": "riskmodels:as_of_latest",
"@type": "xsd:string"
},
"latest": {
"@id": "riskmodels:latest",
"@type": "xsd:date"
},
"vintages": {
"@id": "riskmodels:vintages",
"@container": "@list"
},
"count": {
"@id": "riskmodels:count",
"@type": "xsd:integer"
},
"PeersResponse": "riskmodels:PeersResponse",
"target": {
"@id": "riskmodels:target",
"@type": "@id"
},
"group_by": {
"@id": "riskmodels:group_by",
"@type": "xsd:string"
},
"group_etf": {
"@id": "riskmodels:group_etf",
"@type": "xsd:string"
},
"peers": {
"@id": "riskmodels:peers",
"@container": "@list"
},
"peer_count": {
"@id": "riskmodels:peer_count",
"@type": "xsd:integer"
},
"warnings": {
"@id": "riskmodels:warnings",
"@container": "@list"
},
"CohortDisclosures": "riskmodels:CohortDisclosures",
"no_intercept_contract": {
"@id": "riskmodels:no_intercept_contract",
"@type": "xsd:string"
},
"return_source_legend": {
"@id": "riskmodels:return_source_legend",
"@type": "xsd:string"
},
"coverage": {
"@id": "riskmodels:coverage",
"@type": "xsd:string"
},
"dispersion_use": {
"@id": "riskmodels:dispersion_use",
"@type": "xsd:string"
},
"er_sign": {
"@id": "riskmodels:er_sign",
"@type": "xsd:string"
},
"thin_cohorts": {
"@id": "riskmodels:thin_cohorts",
"@type": "xsd:string"
},
"CohortStatistics": "riskmodels:CohortStatistics",
"residual_mean": {
"@id": "riskmodels:residual_mean",
"@type": "xsd:decimal"
},
"residual_mean_cw": {
"@id": "riskmodels:residual_mean_cw",
"@type": "xsd:decimal"
},
"residual_sd": {
"@id": "riskmodels:residual_sd",
"@type": "xsd:decimal"
},
"residual_skew": {
"@id": "riskmodels:residual_skew",
"@type": "xsd:decimal"
},
"residual_p10": {
"@id": "riskmodels:residual_p10",
"@type": "xsd:decimal"
},
"residual_p90": {
"@id": "riskmodels:residual_p90",
"@type": "xsd:decimal"
},
"mean_pairwise_corr": {
"@id": "riskmodels:mean_pairwise_corr",
"@type": "xsd:decimal"
},
"n_names": {
"@id": "riskmodels:n_names",
"@type": "xsd:integer"
},
"n_effective": {
"@id": "riskmodels:n_effective",
"@type": "xsd:decimal"
},
"weight_top1": {
"@id": "riskmodels:weight_top1",
"@type": "xsd:decimal"
},
"membership_churn": {
"@id": "riskmodels:membership_churn",
"@type": "xsd:integer"
},
"linked_beta": {
"@id": "riskmodels:linked_beta",
"@type": "xsd:decimal"
},
"link_fit_resid_sd": {
"@id": "riskmodels:link_fit_resid_sd",
"@type": "xsd:decimal"
},
"linked_beta_r2": {
"@id": "riskmodels:linked_beta_r2",
"@type": "xsd:decimal"
},
"linked_beta_roll63": {
"@id": "riskmodels:linked_beta_roll63",
"@type": "xsd:decimal"
},
"cohort_factor_return": {
"@id": "riskmodels:cohort_factor_return",
"@type": "xsd:decimal"
},
"cohort_residual_return": {
"@id": "riskmodels:cohort_residual_return",
"@type": "xsd:decimal"
},
"cohort_ER": {
"@id": "riskmodels:cohort_ER",
"@type": "xsd:decimal"
},
"factor_source": {
"@id": "riskmodels:factor_source",
"@type": "xsd:integer"
},
"CohortCrossSectionRow": "riskmodels:CohortCrossSectionRow",
"parent": {
"@id": "riskmodels:parent",
"@type": "xsd:string"
},
"CohortCrossSectionResponse": "riskmodels:CohortCrossSectionResponse",
"cohorts": {
"@id": "riskmodels:cohorts",
"@container": "@list"
},
"variables": {
"@id": "riskmodels:variables",
"@container": "@list"
},
"min_names": {
"@id": "riskmodels:min_names",
"@type": "xsd:integer"
},
"store_build": {
"@id": "riskmodels:store_build",
"@type": "xsd:string"
},
"CohortSeriesPoint": "riskmodels:CohortSeriesPoint",
"proxy_source": {
"@id": "riskmodels:proxy_source",
"@type": "xsd:string"
},
"CohortSeries": "riskmodels:CohortSeries",
"points": {
"@id": "riskmodels:points",
"@container": "@list"
},
"proxied_fraction": {
"@id": "riskmodels:proxied_fraction",
"@type": "xsd:decimal"
},
"CohortSeriesResponse": "riskmodels:CohortSeriesResponse",
"CohortRosterResponse": "riskmodels:CohortRosterResponse",
"panel": {
"@id": "riskmodels:panel",
"@container": "@list"
},
"CohortPnlDecompositionResponse": "riskmodels:CohortPnlDecompositionResponse",
"basis": {
"@id": "riskmodels:basis",
"@type": "xsd:string"
},
"n_days": {
"@id": "riskmodels:n_days",
"@type": "xsd:integer"
},
"totals": {
"@id": "riskmodels:totals"
},
"by_cohort": {
"@id": "riskmodels:by_cohort",
"@container": "@list"
},
"series": {
"@id": "riskmodels:series",
"@container": "@list"
},
"net_weight": {
"@id": "riskmodels:net_weight",
"@type": "xsd:decimal"
},
"gross_weight": {
"@id": "riskmodels:gross_weight",
"@type": "xsd:decimal"
},
"ResidualSignalReading": "riskmodels:ResidualSignalReading",
"residual_z_5d": {
"@id": "riskmodels:residual_z_5d",
"@type": "xsd:decimal"
},
"signal_strength": {
"@id": "riskmodels:signal_strength",
"@type": "xsd:decimal"
},
"decile_rank": {
"@id": "riskmodels:decile_rank",
"@type": "xsd:integer"
},
"industry_percentile": {
"@id": "riskmodels:industry_percentile",
"@type": "xsd:decimal"
},
"residual_autocorr_5d": {
"@id": "riskmodels:residual_autocorr_5d",
"@type": "xsd:decimal"
},
"signal_quality_quintile": {
"@id": "riskmodels:signal_quality_quintile",
"@type": "xsd:integer"
},
"LstarResponse": "riskmodels:LstarResponse",
"axis": {
"@id": "riskmodels:axis",
"@type": "xsd:string"
},
"total_er": {
"@id": "riskmodels:total_er",
"@container": "@list"
},
"residual_return": {
"@id": "riskmodels:residual_return",
"@container": "@list"
},
"BatchLstarTicke
# --- truncated at 32 KB (49 KB total) ---
# Full source: https://artifacts.apis.io/riskmodels-app/json-ld/riskmodels-app-context.jsonld