Calculates and collects all risk metrics.

All Risk Metrics in Python

collect_all_metrics is part of the Risk module of the open-source Finance Toolkit. Install it with:

pip install financetoolkit -U

Then call collect_all_metrics as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(["AAPL", "TSLA"], api_key="FINANCIAL_MODELING_PREP_KEY")

toolkit.risk.collect_all_metrics().xs("AAPL", level=1, axis=1)

Which returns:

  Ulcer Index GARCH Skewness Kurtosis Downside Deviation Variance Volatility
2021 0.0376 0.0616 -0.0677 3.3347 0.0102 0.063 0.2511
2022 0.0672 0.1223 0.3199 4.012 0.0135 0.1274 0.357
2023 0.0332 0.1667 -0.0672 4.4211 0.0082 0.0412 0.203
2024 0.0341 0.2181 0.4479 6.516 0.0091 0.0515 0.2268
2025 0.0492 0.2452 1.1284 16.8074 0.0149 0.1056 0.3249
2026 0.0391 0.2585 -0.2958 4.5239 0.0119 0.0717 0.2677

Parameters

collect_all_metrics accepts the following parameters:

  • period (str, optional): The data frequency for returns (daily, weekly, monthly, quarterly, or yearly). Defaults to “quarterly” if the Toolkit is initialised with quarterly=True, otherwise “yearly”.
  • rounding (int, optional): The number of decimals to round the results to. Defaults to 4.
  • growth (bool, optional): Whether to calculate the growth of the ratios. Defaults to False.
  • lag (int | str, optional): The lag to use for the growth calculation. Defaults to 1.
  • standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False.
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