Entity Analytic Example

Owned by Dmitry Donosiyan (Unlicensed)
Last updated: Mar 18, 2022 by Alexey Chunikhin
1 min read
<EagleML
 xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0"
 xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
 eaglemlVersion="2-0"
 eaglemlType="EntityTransactionMessage"
 xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd"
 xsi:type="EntityTransactionMessage">
	<entityTransaction>
		<header>
			<objectType>EntityAnalytic</objectType>
		</header>
		<entityAnalytic>
			<objectType>EntityAnalytic</objectType>
			<objectId>EntityAnalytic</objectId>
			<objectDescription>Entity</objectDescription>
			<updateTimestamp>2017-11-01T13:16:17</updateTimestamp>
			<updateSource>MCADMIN</updateSource>
			<entityXrefs>
				<entityXref>
					<xrefAccountId>XREF_TEST_01</xrefAccountId>
					<xrefAccountIdType>SEDOL</xrefAccountIdType>
					<xrefClassCode>CLASS_01</xrefClassCode>
				</entityXref>
			</entityXrefs>
			<sourceName>EAGLE PACE</sourceName>
			<effectiveDate>2017-11-01</effectiveDate>
			<timePeriod>YTD</timePeriod>
			<entityAnalyticModel>
				<expRatio>101.101</expRatio>
				<fundReturn>102.102</fundReturn>
				<secYield>103.103</secYield>
				<sharpeRatio>104.104</sharpeRatio>
				<srriVar>105.105</srriVar>
				<srriVarPeriods>20</srriVarPeriods>
				<stdDev>106.106</stdDev>
				<turnoverRatio>107.107</turnoverRatio>
				<userFloat1>108.108</userFloat1>
				<userFloat2>109.109</userFloat2>
				<userFloat3>110.110</userFloat3>
				<stdDevNet>111.111</stdDevNet>
				<netReturn>112.112</netReturn>
				<marketValue>113.113</marketValue>
				<derivativeExposure>10</derivativeExposure>
				<currencyDerivativeExposure>20.132</currencyDerivativeExposure>
				<interestDerivativeExposure>30.934</interestDerivativeExposure>
				<derivativeExposureBreachDays>5.528</derivativeExposureBreachDays>
				<valueAtRiskExceptions>15.982</valueAtRiskExceptions>
			</entityAnalyticModel>
			<entityPeerGroupAnalyticModel>
				<returnMax>115.115</returnMax>
				<returnMin>116.116</returnMin>
				<return25P>117.117</return25P>
				<return50P>118.118</return50P>
				<return75P>119.119</return75P>
				<userFloat1>120.120</userFloat1>
				<userFloat2>121.121</userFloat2>
				<userFloat3>122.122</userFloat3>
				<userFloat4>123.123</userFloat4>
				<userFloat5>124.124</userFloat5>
			</entityPeerGroupAnalyticModel>
		</entityAnalytic>
	</entityTransaction>
</EagleML>