Coverage: To compliment our end-of-day equity prices, DIH offers derived analytics for global equities from 150+ exchanges. Comes with over 60 data points, including:
Market Cap
Average Daily Traded Volume
Benchmark Securities
Returns over 1, 5 & 10 years versus the Benchmark & Comparative Securities
Dividend Growth over 1 & 5 years
Average Daily Volume over the past Week, 1-6-9 Months & Year
Relative Strength Index (RSI)
Moving Averages
MACD
Parabolic SAR
Volatility
Value at risk over 1 year (99% & 95% Confidence)
Alpha
Beta
R-squared
Sharpe
Where a benchmark security is used, we use the primary local index when available, and otherwise we use the S&P 500 index. Returns are calculated using the natural log of the price change ratio, and are based on adjusted data to include effects from all:
The derived analytics files include fields from our security reference data (e.g. ticker symbol, issuer name, exchange), and closing prices data (e.g. last traded date, high, low, close).
History: Varies by exchange.
Updates: Most derived analytics files are available for download within a few hours of the underlying market’s close.
Delivery: Bulk files are delivered as delimited text files via download. API also available.