Data Dictionary
← Portfolio overview
96
Concepts
7
categories
294
Documented Columns
15
tables and views
67
Source Columns Changed
79
source and seed columns
0
Conflicting Definitions
0
10
20
30
40
Company fundamentals
Portfolio
Company profile
Prices
Derived
Economic series
Lineage
Concepts by Category
Each category is a section of a domain's concept bank
0
10
20
30
40
Cast to a new type
Renamed
Unchanged
Source quirk declared
From Source to Concept
What happens to each raw source and seed column; one column can be both renamed and cast
Prices
Daily price bars for each ticker
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
close_price
Closing price, not adjusted for splits or
dividends
double
Source
daily_prices.close
renamed from close
staging, marts (4 models)
high_price
Highest traded price of the day
double
Source
daily_prices.high
renamed from high
staging, marts (2 models)
low_price
Lowest traded price of the day
double
Source
daily_prices.low
renamed from low
staging, marts (2 models)
open_price
Opening price, in the listing currency
double
Source
daily_prices.open
renamed from open
staging, marts (2 models)
ticker_symbol
Ticker symbol
varchar
Source,
seed
company_overviews.symbol,
daily_prices.symbol,
portfolio_holdings.ticker_symbol
renamed from symbol
staging, marts (6 models)
trade_volume
Number of shares traded
bigint
Source
daily_prices.volume
renamed from volume
staging, marts (3 models)
trading_date
Trading day
date
Source
daily_prices.date
renamed from date
staging, intermediate, marts (6
models)
Company Profile
Who each company is
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
address
Company address as reported by Alpha
Vantage, in the format of the SEC-filed
business address. Its country is the company's
home country, including for foreign issuers
(TSM: Taiwan), but may differ from where the
company is run (MDT: Galway, Ireland).
varchar
Source
company_overviews.address
Unchanged
staging, marts (2 models)
asset_type
Asset type, e.g. "Common Stock". ADRs are
also reported as "Common Stock" (TSM, SONY,
NVO)
varchar
Source
company_overviews.asset_type
Unchanged
staging, marts (2 models)
business_description
Business description
varchar
Source
company_overviews.description
renamed from description
staging, marts (2 models)
central_index_key
SEC Central Index Key uniquely identifying
entities
varchar
Source
company_overviews.cik
renamed from cik
staging, marts (2 models)
company_name
Company name
varchar
Source
company_overviews.name
renamed from name
staging, marts (3 models)
country
Market country assigned by Alpha Vantage:
USA for every US-listed security, including
foreign companies traded through ADRs (TSM,
SONY, NVO all return USA). Says nothing about
the company itself: not its incorporation (CCL,
Panama), headquarters or operations. Use
address for the home country and SEC EDGAR
via cik for legal domicile.
varchar
Source
company_overviews.country
Unchanged
staging, marts (2 models)
currency
Currency used in associated price and
valuation fields
varchar
Source
company_overviews.currency
Unchanged
staging, marts (2 models)
fiscal_year_end
Month the fiscal year ends
varchar
Source
company_overviews.fiscal_year_end
Unchanged
staging, marts (2 models)
industry
Industry classification
varchar
Source
company_overviews.industry
Unchanged
staging, marts (3 models)
latest_quarter
End date of the latest reported fiscal quarter
date
Source
company_overviews.latest_quarter
cast from varchar
staging, marts (2 models)
listing_exchange
Listing exchange where the asset is traded
varchar
Source
company_overviews.exchange
renamed from exchange
staging, marts (2 models)
official_site
Company website URL
varchar
Source
company_overviews.official_site
Unchanged
staging, marts (2 models)
sector
Sector classification
varchar
Source
company_overviews.sector
Unchanged
staging, marts (3 models)
Company Fundamentals
Valuation, profitability, growth, dividends and risk; text in the source, cast to numbers and dates
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
analyst_rating_buy
Number of analysts rating the stock Buy
integer
Source
company_overviews.analyst_rating_buy
cast from varchar
staging, marts (2 models)
analyst_rating_hold
Number of analysts rating the stock Hold
integer
Source
company_overviews.analyst_rating_hold
cast from varchar
staging, marts (2 models)
analyst_rating_sell
Number of analysts rating the stock Sell
integer
Source
company_overviews.analyst_rating_sell
cast from varchar
staging, marts (2 models)
analyst_rating_strong_buy
Number of analysts rating the stock Strong Buy
integer
Source
company_overviews.analyst_rating_
strong_buy
cast from varchar
staging, marts (2 models)
analyst_rating_strong_sell
Number of analysts rating the stock Strong Sell
integer
Source
company_overviews.analyst_rating_
strong_sell
cast from varchar
staging, marts (2 models)
analyst_target_price
Consensus analyst price target
double
Source
company_overviews.analyst_target_price
cast from varchar
staging, marts (2 models)
beta
Beta, the stock's volatility relative to the market
double
Source
company_overviews.beta
cast from varchar
staging, marts (2 models)
book_value
Book value per share
double
Source
company_overviews.book_value
cast from varchar
staging, marts (2 models)
diluted_eps_ttm
Diluted earnings per share, trailing twelve
months
double
Source
company_overviews.diluted_epsttm
renamed from diluted_epsttm; cast from varchar
staging, marts (2 models)
dividend_date
Payment date of the latest dividend
date
Source
company_overviews.dividend_date
cast from varchar
staging, marts (2 models)
dividend_per_share
Dividends paid per share, trailing twelve
months
double
Source
company_overviews.dividend_per_share
cast from varchar
staging, marts (2 models)
dividend_yield
Dividend yield as a decimal fraction (0.025 =
2.5%)
double
Source
company_overviews.dividend_yield
cast from varchar
staging, marts (2 models)
ebitda
Earnings before interest, taxes, depreciation
and amortization, trailing twelve months
bigint
Source
company_overviews.ebitda
cast from varchar
staging, marts (2 models)
eps
Earnings per share, trailing twelve months
double
Source
company_overviews.eps
cast from varchar
staging, marts (2 models)
ev_to_ebitda
Enterprise value to EBITDA
double
Source
company_overviews.ev_to_ebitda
cast from varchar
staging, marts (2 models)
ev_to_revenue
Enterprise value to revenue
double
Source
company_overviews.ev_to_revenue
cast from varchar
staging, marts (2 models)
ex_dividend_date
Ex-dividend date of the latest dividend
date
Source
company_overviews.ex_dividend_date
cast from varchar
staging, marts (2 models)
forward_pe
Price-to-earnings ratio on forecast earnings
double
Source
company_overviews.forward_pe
cast from varchar
staging, marts (2 models)
gross_profit_ttm
Gross profit, trailing twelve months
bigint
Source
company_overviews.gross_profit_ttm
cast from varchar
staging, marts (2 models)
high_52_week
Highest price in the last 52 weeks
double
Source
company_overviews._52_week_high
renamed from _52_week_high; cast from varchar
staging, marts (2 models)
low_52_week
Lowest price in the last 52 weeks
double
Source
company_overviews._52_week_low
renamed from _52_week_low; cast from varchar
staging, marts (2 models)
market_capitalization
Market capitalization, in the reporting currency
bigint
Source
company_overviews.market_
capitalization
cast from varchar
staging, marts (2 models)
moving_average_200_day
200-day moving average of the closing price
double
Source
company_overviews._200_day_moving_
average
renamed from _200_day_moving_average; cast
from varchar
staging, marts (2 models)
moving_average_50_day
50-day moving average of the closing price
double
Source
company_overviews._50_day_moving_
average
renamed from _50_day_moving_average; cast
from varchar
staging, marts (2 models)
operating_margin_ttm
Operating margin as a decimal fraction, trailing
twelve months
double
Source
company_overviews.operating_margin_
ttm
cast from varchar
staging, marts (2 models)
pe_ratio
Price-to-earnings ratio
double
Source
company_overviews.pe_ratio
cast from varchar
staging, marts (2 models)
peg_ratio
Price/earnings-to-growth ratio
double
Source
company_overviews.peg_ratio
cast from varchar
staging, marts (2 models)
percent_insiders
Fraction of shares held by insiders (0.04 = 4%)
double
Source
company_overviews.percent_insiders
cast from varchar; source: Percentage of shares
held by insiders (0-100), as text
staging, marts (2 models)
percent_institutions
Fraction of shares held by institutions (0.71 =
71%)
double
Source
company_overviews.percent_institutions
cast from varchar; source: Percentage of shares
held by institutions (0-100), as text
staging, marts (2 models)
price_to_book_ratio
Price-to-book ratio
double
Source
company_overviews.price_to_book_ratio
cast from varchar
staging, marts (2 models)
price_to_sales_ratio_ttm
Price-to-sales ratio, trailing twelve months
double
Source
company_overviews.price_to_sales_
ratio_ttm
cast from varchar
staging, marts (2 models)
profit_margin
Net profit margin as a decimal fraction
double
Source
company_overviews.profit_margin
cast from varchar
staging, marts (2 models)
quarterly_earnings_growth_yoy
Year-over-year growth in quarterly earnings as
a decimal fraction
double
Source
company_overviews.quarterly_earnings_
growth_yoy
cast from varchar
staging, marts (2 models)
quarterly_revenue_growth_yoy
Year-over-year growth in quarterly revenue as
a decimal fraction
double
Source
company_overviews.quarterly_revenue_
growth_yoy
cast from varchar
staging, marts (2 models)
return_on_assets_ttm
Return on assets as a decimal fraction, trailing
twelve months
double
Source
company_overviews.return_on_assets_
ttm
cast from varchar
staging, marts (2 models)
return_on_equity_ttm
Return on equity as a decimal fraction, trailing
twelve months
double
Source
company_overviews.return_on_equity_
ttm
cast from varchar
staging, marts (2 models)
revenue_per_share_ttm
Revenue per share, trailing twelve months
double
Source
company_overviews.revenue_per_share_
ttm
cast from varchar
staging, marts (2 models)
revenue_ttm
Total revenue, trailing twelve months
bigint
Source
company_overviews.revenue_ttm
cast from varchar
staging, marts (2 models)
shares_float
Shares available for public trading
bigint
Source
company_overviews.shares_float
cast from varchar
staging, marts (2 models)
shares_outstanding
Total shares outstanding
bigint
Source
company_overviews.shares_outstanding
cast from varchar
staging, marts (2 models)
trailing_pe
Price-to-earnings ratio on trailing twelve-month
earnings
double
Source
company_overviews.trailing_pe
cast from varchar
staging, marts (2 models)
Economic Series
US macroeconomic indicators; percent series are converted to fractions
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
indicator
Alpha Vantage function name for the series,
e.g. CPI or REAL_GDP
varchar
Source
economic_indicators.indicator
Unchanged
staging, intermediate, marts (5
models)
period_start_date
Start date of the period the observation covers
date
Source
economic_indicators.date
renamed from date
staging, intermediate, marts (5
models)
series_interval
Period covered by each observation; one of
annual, quarterly or monthly
varchar
Source
economic_indicators.interval
renamed from interval
staging, intermediate, marts (4
models)
series_name
Full name of the series, e.g. "Consumer Price
Index for all Urban Consumers"
varchar
Source
economic_indicators.name
renamed from name
staging, intermediate, marts (5
models)
series_unit
Unit of the observed value, e.g. "fraction" or
"billions of dollars"
varchar
Source
economic_indicators.unit
renamed from unit; source: Unit of the observed
value as reported by the API, e.g. "percent" or
"billions of dollars"
staging, intermediate, marts (5
models)
value
Observed value in the series unit (percentages
as fractions, 0.041 = 4.1%); null where the API
reported no value
double
Source
economic_indicators.value
source: Observed value in the reported unit
(percent series on a 0-100 scale); null where the
API reported no value
staging, intermediate, marts (5
models)
Derived
Calculated in the models, not loaded from a source
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
available_from_date
First date an economic observation is treated as
available: the day after its period ends. Actual
publication is usually later, and Alpha Vantage
gives no release dates.
date
Derived
calculated in
int_alpha_vantage__economic_
observations
Derived from other concepts
intermediate, marts (4 models)
close_index
Closing price rebased to 100 at the ticker's first
trading day in the data, for comparing tickers
on one axis
double
Derived
calculated in fct_daily_prices
Derived from other concepts
marts (2 models)
daily_return
Close-to-close return from the ticker's previous
trading day, as a fraction (0.012 = 1.2%); null on
its first day
double
Derived
calculated in fct_daily_prices
Derived from other concepts
marts (2 models)
indicator_record_id
record_id of the economic observation in effect
on the trading day
varchar
Derived
calculated in mart_daily_market
Derived from other concepts
marts (1 model)
is_current
Whether this is the current version of the
record (valid_to is null)
boolean
Derived
calculated in dim_companies
Derived from other concepts
marts (1 model)
price_record_id
record_id of the daily price row, for tracing a
mart row back to its source
varchar
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (2 models)
Portfolio
Holdings, values and returns; dividends are estimates
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
cost_basis
shares_held x purchase_price
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
estimated_dividends
ESTIMATED dividends accrued since purchase:
shares_held x trailing-twelve-month dividend
per share x days held / 365. Uses the
company's current fundamentals; no payment
history is loaded.
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
portfolio_cost_basis
Sum of cost_basis across the portfolio
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_daily_return
Change in portfolio_value from the previous
trading day, as a fraction; null on the first day
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_estimated_dividends
Sum of estimated_dividends across the
portfolio (an estimate, see estimated_dividends)
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_price_return
Price-only portfolio return since purchase, as a
fraction, weighted by position size
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_total_return
Portfolio return since purchase including
estimated dividends, as a fraction
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_unrealized_gain
portfolio_value - portfolio_cost_basis, excluding
dividends
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_value
Sum of position_value across the portfolio on
the trading day
double
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
portfolio_weight
Share of the portfolio's value in this position on
the trading day, as a fraction
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
position_count
Number of positions held on the trading day
bigint
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
position_value
shares_held x close_price on the trading day, in
the listing currency
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
price_record_ids_hash
Audit hash of the price rows behind an
aggregate: md5 of the sorted price_record_ids
joined with ','
varchar
Derived
calculated in fct_portfolio_daily
Derived from other concepts
marts (1 model)
price_return
Price-only return since purchase, as a fraction
(close_price / purchase_price - 1)
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
purchase_date
Date the position was bought; the purchase
price is the close of the first trading day on or
after it
date
Seed
portfolio_holdings.purchase_date
Unchanged
marts (1 model)
purchase_price
Close on the position's first trading day on or
after its purchase date
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
shares_held
Number of shares held in the position
integer
Seed
portfolio_holdings.shares_held
Unchanged
marts (1 model)
total_return
Return since purchase including estimated
dividends, as a fraction ((position_value +
estimated_dividends) / cost_basis - 1)
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
unrealized_gain
position_value - cost_basis, excluding
dividends
double
Derived
calculated in fct_portfolio_positions_daily
Derived from other concepts
marts (1 model)
Lineage
When each row was loaded, which record it is, and which version
Concept
Definition
Type
Origin
Comes From
Source to Final
Used In
loaded_at
Start time of the dlt load that last wrote the row.
Upserted tables rewrite every re-fetched row;
versioned (scd2) tables write a row only when
its values change.
timestamp with
time zone
Source
company_overviews._dlt_load_id,
daily_prices._dlt_load_id,
economic_indicators._dlt_load_id
renamed from _dlt_load_id; cast from varchar;
source: dlt load id; the Unix timestamp (seconds)
of the load start, as text
staging, intermediate, marts (7
models)
record_id
dlt row identifier. Upserted tables: a hash of the
primary key, stable across loads. Versioned
(scd2) tables: a hash of the row's content, so it
identifies the values, and repeats if values
revert.
varchar
Source
company_overviews._dlt_id,
daily_prices._dlt_id,
economic_indicators._dlt_id
renamed from _dlt_id; renamed from _dlt_id;
source: dlt row identifier; a hash of the row's
content (repeats if values revert to an earlier
version)
staging, intermediate, marts (8
models)
valid_from
When this version of the record became current
(start of the dlt load that first saw it)
timestamp with
time zone
Source
company_overviews._dlt_valid_from
renamed from _dlt_valid_from
staging, marts (2 models)
valid_to
When this version was replaced by a newer
one; null while it is the current version
timestamp with
time zone
Source
company_overviews._dlt_valid_to
renamed from _dlt_valid_to
staging, marts (2 models)
Data as of 19:55 UTC on 28 Sep 2026
made with
dbt Charts