Methodology and data sources

This page describes where the numbers on Alysly come from, how they are produced and what they cannot do. It is deliberately specific: anyone reading a metric on a stock or ETF page should be able to follow how it was computed — and where it breaks down.

What we cover

As of 6 August 2026. The table is recounted on every build.

Where the data comes from

• Prices. Daily closing prices from a commercial market data provider. One point per trading day, no intraday data, no real-time quotes.
• Company financials. SEC EDGAR, the XBRL annual filings of companies that report to the SEC. Public domain.
• ETF holdings and master data. From each fund company's own disclosure. Every company publishes on its own schedule, which is why the as-of date sits directly at the holdings table.
• Rates, inflation and macro series. European Central Bank, Eurostat and the Federal Reserve Bank of St. Louis (FRED). All three permit reuse with attribution; the full attribution including licence sits in the structured data block of each series.
• Country indicators. World Bank Open Data, licensed CC BY 4.0.
• Crypto. Prices and market capitalisation from public exchange and market data interfaces.

We do not name the market data provider. It has no bearing on whether our calculations can be followed, and the licence does not require attribution. Where a source is part of the statement itself or its licence requires naming — SEC EDGAR, World Bank, ECB, Eurostat, FRED — it is written out.

How often it is refreshed

The entire dataset is rebuilt automatically every trading day: fetch prices, compute metrics, generate pages, publish. There is no manual step in between at which individual figures could be adjusted after the fact.

Not every part is equally fresh. Prices are one trading day old, company financials a quarter or a year, ETF holdings weeks depending on the fund company. The relevant as-of date sits at each data block, and the data notes explain for every block how it was produced.

How we calculate

• Returns come from the closing price series: year to date, 1 and 3 months, 1 year, plus calendar years. Excluding dividends, taxes and costs. Periods of one year and longer are annualised.
• Risk metrics — volatility, maximum drawdown, correlations — are computed from the entire available price history, not from a fixed window.
• Margins, return on equity and growth are derived from the raw figures in the annual filing rather than taken as ready-made ratios.
• ETF coverage and percentile — see the next section.

We deliberately do not show a price-to-earnings ratio. It would need a current price for every stock that has financials, and we only have that for a small share of them. A metric missing from most pages causes more confusion than it resolves.

What ETF coverage says — and what it does not

Every stock page states how many ETFs hold the stock and how that compares with all other stocks. Both refer exclusively to our own fund coverage, never to the whole market.

The reason is stated openly: our ETF coverage is unevenly distributed across providers. A claim such as "held in 3 % of all ETFs worldwide" could not be derived from it, so we do not make one.

The percentile is the more robust figure, because every covered stock is measured against the same set. It gives the share of stocks held in strictly fewer ETFs. Where stocks tie, all of them receive the lower value: roughly a quarter of all stocks sit in exactly one ETF, and none of those names is ranked above that quarter as a result.

High ETF coverage means the stock is widely held in index funds. It says nothing about the quality, valuation or prospects of the company.

Limits of this data

• Our ETF coverage is not the market. It is skewed by provider and grows incrementally. Coverage figures shift as funds are added.
• Fund holdings are older than the prices next to them. Weights refer to the disclosure date and shift afterwards through price moves alone.
• Index compositions are approximations. Index providers do not publish their constituent lists freely. We show the holdings of a large ETF on the same index as a proxy — including that fund's sampling, cash positions and as-of date.
• Commodity and metal series are futures contracts. Rolling into the next contract creates jumps that are not market moves. The series are not back-adjusted.
• Company financials exist only for SEC filers. For companies without a US reporting obligation the block is missing entirely.
• "Similar stocks" means same sector and same country of domicile, not the same business model.

Why our figures may differ from other providers

Two sites can report the same metric differently without either of them calculating wrongly. The most common reasons:

• A different universe. "Held in 26 ETFs" depends entirely on which ETFs are counted in the first place.
• A different as-of date. Closing price against intraday, yesterday against today, differing fund disclosure dates.
• Dividends. Our returns are price returns. Anyone reporting total return will come out higher for every dividend payer.
• Currency. The same stock in euros and in dollars produces different annual returns.
• Definition. Volatility over 30, 90 or 250 days is the same metric with a different result.

Use of AI

Analysis and presentation are partly AI-assisted: market reports, summaries and chart commentary are generated automatically from the same underlying data and reviewed editorially. The figures themselves are computed, not generated — no price, no metric and no percentile on this site comes out of a language model.

Found an error?

We would rather hear about a wrong number than have it sit there unnoticed: [email protected]. Who is behind Alysly is on the About Us page.

Not investment advice. Alysly provides data and tools, not recommendations. All information without guarantee.