Orion Risk – Risk Profile – Orion Developers Portal

Purpose: To provide proposed updates to positions to gauge the potential changes against the clients existing Risk Profile.

Simple Use Case: If you would like to review the Risk Profile of potential portfolio changes.

Scope and Outputs: This endpoint will allow you to review risk data on the provided tickers/quantity for the selected duration. This does not make any updates to the portfolio.

Process Overview:

POST Positions
View Risk Profile Return

Process Steps:

POST :

/Integrations/HiddenLevers/RiskProfile

{
	"allocationType": "dollar",
	"portfolio": {
		"jsonPositions": [{
			"ticker": "string",
			"quantity": 0
		}]
	},
	"duration": "_all",
	"options": [
		"string"
	]
}

Here is an example: POST: /Integrations/HiddenLevers/RiskProfile

{
"allocationType": "dollar",
"portfolio": {
"jsonPositions": [
{
     "ticker": "GOOG",
        "quantity": 40
    }, {
        "ticker": "NFLX",
        "quantity": 30
    }, {
        "ticker": "HD",
        "quantity": 20      }


]
},
"duration": "_all",
"options": []
}

View Risk Profile Return

Here is a sample portion of the Return

{
  "portfolio": {
    "ccrScore": 0.5,
    "expectedReturn": 10.103902700535581,
    "expectedReturn5Yr": 61.81305799432457,
    "liquidity": {
      "5y": 100,
      "3y": 100,
      "now": 100,
      "1y": 100,
      "3m": 100,
      "10y": 100
    },
    "strategyFee": 0,
    "usePctAllocation": "",
    "timeframe": {
      "endDate": "2023-04-13T13:44:27.394-05:00",
      "timeString": "all",
      "startDate": "1823-04-11T14:44:27.394-05:00"
    },
    "portStartDate": "2004-08-16T15:00:00-05:00",
    "jsonPositions": [
      {
        "pricedatemap": "{}",
        "industry": "Tech Giants - Communications",
        "liquidity": {
          "5y": 1,
          "3y": 1,
          "now": 1,
          "1y": 1,
          "3m": 1,
          "10y": 1
        },
        "volatility": 34.03381738918358,
        "type": "Stock",
        "firstHistory": "0001-01-01T00:00:00-06:00",
        "indDesc": null,
        "price": 105.22,
        "yield": 0,
        "lastGoodPrice": 0,
        "pctAllocation": 44.44444444444444,
        "marketCap": 1231000000000,
        "ticker": "GOOG",
        "mgrStartDate": null,
        "quantity": 0.38015586390420075,
        "pricedate": "2023-04-12 18:05:23.0",
        "mddstart": "2007-12-03 16:00:00.0",
        "trueYield": 0,
        "tradedcurrencyid": 8,
        "expenseRatio": 0,
        "name": "GOOGLE INC",
        "orionProductId": 1613195,
        "mddend": "2008-11-24 16:00:00.0",
        "monthAgoValue": null,
        "range": null,
        "leverid": null,
        "originalTicker": null,
        "duration": null,
        "value": null,
        "impact2yr": null,
        "yearAgoValue": null,
        "stderror": null,
        "impact": null,
        "unit": null,
        "leverdesc": null,
        "levername": null,
        "litype": null,
        "bookValuePerShare": 342.74
      },

Process Tips or Controls:

Entering 0 value or incorrect Ticker will yield null results.
Allocation Type of Dollor, Percentage, or quantity

dollar = 0,
qty = 1,
pct = 2

3. Duration values accepted.

_all = 0,
_10yr = 1,
_5yr = 2,
_3yr = 3,
_2yr = 4,
_1yr = 5,
_ytd = 6,
_6mth = 7,
_3mth = 8,
_1mth = 9,
_1wk = 10

Development Guides

Orion Risk – Risk Profile