FactorExposure

Risk factor exposure for a portfolio

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Properties

Name	Type	Description
factorName	string	Risk factor name
exposure	number	Factor exposure value
contribution	number	Contribution to portfolio risk

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/aladdin-studio/refs/heads/main/json-schema/aladdin-studio-graph-factor-exposure-schema.json",
  "title": "FactorExposure",
  "description": "Risk factor exposure for a portfolio",
  "type": "object",
  "properties": {
    "factorName": {
      "type": "string",
      "description": "Risk factor name",
      "example": "Market"
    },
    "exposure": {
      "type": "number",
      "description": "Factor exposure value",
      "example": 1.02
    },
    "contribution": {
      "type": "number",
      "description": "Contribution to portfolio risk",
      "example": 0.0285
    }
  }
}