Vision Upload Format: AccountCharacteristics

Vision Portfolio Management Application Layer: Application

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Application: AccountCharacteristics

 

Summary:

The AccountCharacteristics application is used to display summary fundamental information for one or more accounts. A number of key statistics are computed and the average, weighted average, and median values for each account are displayed.

Inputs:

Position Form Id Description 
1  ids  String containing 1 or more account id separated by , 

Analysis:

  • The supplied ids must contain a comma-separated string of valid account identifiers.
  • If only one id is supplied and it refers to a CompositeAccount, the list of accounts will include this composite and each of its component accounts. If only one id is supplied and it refers to an AggAccount, the list of accounts will include the aggregate and each of its component portfolios.
  • The basic report displays summary statistics as rows. The statistics for each account are displayed in its own column. The following statistics are computed:
      Average Market Capitalization
      Weighted Market Capitalization
      Median Market Capitalization
      Average P/E
      Weighted P/E
      Median P/E
      Average Price to Book
      Weighted Price to Book
      Median Price to Book
  • If no global currency has been specified, all monetary data is converted to the account's base currency.
  • Report size can vary depending on the amount of accounts, dates, and groups supplied. In order to keep the reports from growing too large, the following list of cutoff points have been established for each variation:
      single account/multiple datesup to 10 dates (in order supplied)
      single account/by group up to 10 groups (largest by percent)
      single account/by groups/by dates up to 10 groups (largest by percent) and up to 3 dates per group
      multiple accounts/single date/no groups up to 10 accounts
      multiple dates/multiple accounts up to 3 dates and 10 accounts per date
      groups/multiple accounts up to 10 groups (largest by percent) and up to 3 accounts per group

Key Data Feeds:

Related Reports:

Sample Usage:

     Interface ApplicationWS runWith: "AccountCharacteristics", "102" ;

Sample Input:

Change Account Characteristic Cross Reference
Account:  Date List:  Group By:  Stat Group: 

Date:
Currency:

Sample Output:

     --- Account Characteristics Report for: Insyte Test 102 ---

    Currency: United States Dollar

    (equity only)
      10/31/1997 9/30/1997
    Total Market Value     20,126,205     21,509,941
    Total Cash        578,676         69,704
    Number of Holdings             40             42
    Effective Date     10/31/1997     09/30/1997
         
    MCap US - Total          819,879         860,201
    MCap US - Avg           21,023          20,981
    MCap US - Wtd Avg           19,402          19,447
         
    P/E - Avg            25.12           28.56
    P/E - Wtd Avg            26.57           30.09
    P/E - Median            21.24           24.14
         
    P/B - Avg             7.43            8.11
    P/B - Wtd Avg             8.14            8.76