Positions Overview

Calculate and provide an overview of the portfolio’s positions, including key statistics and performance metrics.

The following columns are included:

• Volume: the net volume of each asset over time, i.e. every buy minus every sell.
• Costs: the cumulative transaction costs of each asset over time.
• Invested Amount: the cumulative capital deployed over time, i.e. the value of every buy plus the absolute transaction costs. Sale proceeds are not netted off.
• Realized Proceeds: the cumulative cash received from selling units of the asset over time.
• Dividends: the cumulative cash dividends received over time, i.e. on every ex-dividend date the units held at the previous close times the dividend per unit.
• Current Value: the market value of the position still held, marked at the closing price of that day.
• Cumulative Return: the total return on the capital deployed, i.e. (Current Value + Realized Proceeds + Dividends - Invested Amount) / Invested Amount. It is NaN before the first purchase, when no capital has been deployed yet.
• Invested Weight: the weight of the asset in the portfolio based on the invested amount over time.
• Current Weight: the weight of the asset in the portfolio based on the current value over time.

Positions are marked at the traded closing price, the basis of the transaction prices, and the dividends are added as cash when they are paid, so the cumulative return is a total return and “Current Value” is the market value quoted on that date.

A transaction booked on a day without a price, such as a weekend or an exchange holiday, is carried forward to the first following day that does have one.

This method computes an overview of the portfolio’s positions by calculating important statistics and performance metrics based on the historical data and transactions. If necessary data has not been collected, it will trigger the collection of historical and benchmark data using the collect_historical_data and collect_benchmark_historical_data methods. Additionally, it will compute an overview of transactions using the get_transactions_overview method.

The resulting overview includes information about the positions, such as the value, performance, and other key metrics. The data is rounded to the specified precision before being returned.

Positions Overview in Python

Install the Finance Toolkit with:

pip install financetoolkit -U

Then call get_positions_overview as shown below.

from financetoolkit import Portfolio

portfolio = Portfolio(example=True, api_key="FINANCIAL_MODELING_PREP_KEY")

portfolio.get_positions_overview()

Which returns:

Parameters

get_positions_overview accepts the following parameters.

Related Positions