Select Security Rollup Fields
- Kavitha Thangaswamy (Unlicensed)
- Pamela Totas (Deactivated)
When you want to report on portfolios from an analytical perspective, you can use security rollup fields. Security data includes analytics such as beta and financial ratios, bond ratings, and prices, in addition to basic descriptors such as name and country of origin. Rollup field attributes compute totals and other useful summaries such as averages and observation counts.
When you roll up a security field, you do so with reference to a portfolio and its holdings of a particular set of securities that reflect, for example, an average beta of 1.2 or median price/earnings ratio of 15. For this reason, you select security rollup fields in Data Mart alongside position fields. It is position OLAP processes, not security OLAP processes that build security rollup values.
You can use all security rollups in Fund Summary and group-level models. Almost all rollup fields show only security-level values such as individual stock betas at the detail level, in the Position Details table. An exception to this rule is the "Ntile" rollup, which pertains specifically to security-level data and shows each position's ranking in the portfolio for some security field on the basis of percentiles, quartiles or other ranking interval.