API Documentation

Exchange Traded Fund (ETF) stats

Exchange Traded Fund (ETF) stats

Returns daily stats for the Exchange Traded Fund (ETF) including net asset value, beta vs spy, returns, and volatility

Endpoint:
https://api-v2.intrinio.com/etfs/{identifier}/stats

Parameters

Name Description Example
identifier
An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID) SPY
identifier
* required
An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID)

Output Fields

Name Description Type
date date
net_asset_value The net asset value (NAV = Total Assets - Total Liabilities) number
beta_vs_spy Volatility this ETF is versus the SPY ETF number
trailing_one_month_return_split_and_dividend Trailing one month return including dividends number
trailing_one_month_return_split_only Trailing one month return excluding dividends number
trailing_one_year_return_split_and_dividend Trailing one year return including dividends number
trailing_one_year_return_split_only Trailing one year return excluding dividends number
trailing_one_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 252 trading days number
trailing_three_year_annualized_return_split_and_dividend Trailing three year return including dividends number
trailing_three_year_annualized_return_split_only Trailing three year return excluding dividends number
trailing_three_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 756 trading days number
trailing_five_year_annualized_return_split_and_dividend Trailing five year return including dividends number
trailing_five_year_annualized_return_split_only Trailing five year return excluding dividends number
trailing_five_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 1260 trading days number
trailing_ten_year_annualized_return_split_and_dividend Trailing ten year return including dividends number
trailing_ten_year_annualized_return_split_only Trailing ten year return excluding dividends number
inception_annualized_return_split_and_dividend Annualized return including dividends since inception number
inception_annualized_return_split_only Annualized return excluding dividends since inception number
calendar_year_5_return_split_and_dividend Five years ago calendar year return including dividends number
calendar_year_5_return_split_only Five years ago calendar year return excluding dividends number
calendar_year_4_return_split_and_dividend Four years ago calendar year return including dividends number
calendar_year_4_return_split_only Four years ago calendar year return excluding dividends number
calendar_year_3_return_split_and_dividend Three years ago calendar year return including dividends number
calendar_year_3_return_split_only Three years ago calendar year return excluding dividends number
calendar_year_2_return_split_and_dividend Two years ago calendar year return including dividends number
calendar_year_2_return_split_only Two years ago calendar year return excluding dividends number
calendar_year_1_return_split_and_dividend One year ago calendar year return including dividends number
calendar_year_1_return_split_only One year ago calendar year return excluding dividends number
calendar_year_to_date_return_split_and_dividend Calendar year to date (YTD) return including dividends number
calendar_year_to_date_return_split_only Calendar year to date (YTD) return excluding dividends number
etf
object
id
The Intrinio ID of the ETF string
name
The common name of the ETF string
ticker
The common ticker symbol for the ETF string
figi_ticker
The OpenFIGI ticker for the ETF string
ric
Reuters Instrument Code (RIC) for the ETF string
isin
International Securities Identification Number (ISIN) for the ETF string
sedol
Stock Exchange Daily Official List (SEDOL) for the ETF string
exchange_mic
The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO) string
date
net_asset_value
The net asset value (NAV = Total Assets - Total Liabilities)
beta_vs_spy
Volatility this ETF is versus the SPY ETF
trailing_one_month_return_split_and_dividend
Trailing one month return including dividends
trailing_one_month_return_split_only
Trailing one month return excluding dividends
trailing_one_year_return_split_and_dividend
Trailing one year return including dividends
trailing_one_year_return_split_only
Trailing one year return excluding dividends
trailing_one_year_volatility_annualized
Annualized standard deviation of daily price returns over trailing 252 trading days
trailing_three_year_annualized_return_split_and_dividend
Trailing three year return including dividends
trailing_three_year_annualized_return_split_only
Trailing three year return excluding dividends
trailing_three_year_volatility_annualized
Annualized standard deviation of daily price returns over trailing 756 trading days
trailing_five_year_annualized_return_split_and_dividend
Trailing five year return including dividends
trailing_five_year_annualized_return_split_only
Trailing five year return excluding dividends
trailing_five_year_volatility_annualized
Annualized standard deviation of daily price returns over trailing 1260 trading days
trailing_ten_year_annualized_return_split_and_dividend
Trailing ten year return including dividends
trailing_ten_year_annualized_return_split_only
Trailing ten year return excluding dividends
inception_annualized_return_split_and_dividend
Annualized return including dividends since inception
inception_annualized_return_split_only
Annualized return excluding dividends since inception
calendar_year_5_return_split_and_dividend
Five years ago calendar year return including dividends
calendar_year_5_return_split_only
Five years ago calendar year return excluding dividends
calendar_year_4_return_split_and_dividend
Four years ago calendar year return including dividends
calendar_year_4_return_split_only
Four years ago calendar year return excluding dividends
calendar_year_3_return_split_and_dividend
Three years ago calendar year return including dividends
calendar_year_3_return_split_only
Three years ago calendar year return excluding dividends
calendar_year_2_return_split_and_dividend
Two years ago calendar year return including dividends
calendar_year_2_return_split_only
Two years ago calendar year return excluding dividends
calendar_year_1_return_split_and_dividend
One year ago calendar year return including dividends
calendar_year_1_return_split_only
One year ago calendar year return excluding dividends
calendar_year_to_date_return_split_and_dividend
Calendar year to date (YTD) return including dividends
calendar_year_to_date_return_split_only
Calendar year to date (YTD) return excluding dividends
etf