Methodology and Data Sources
How each metric is calculated is explained in the data notes. They hold one entry per kind of data, linked as a footnote under the block it belongs to. This page answers the question of where the data comes from; the notes answer how it is calculated.
What We Cover
| Coverage | Count |
|---|---|
| Stocks with a detail page | 926 |
| ETFs | 108 |
| of those with holdings data | 104 |
| Indices behind those ETFs | 49 |
| Cryptocurrencies with price data | 400 |
| of those with a detail page | 58 |
| Countries with indicators | 41 |
| Macro time series | 15 |
As of November 13, 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 commercial providers, based on each fund's latest published holdings list. Funds publish on their own schedules, which is why the as-of date appears right next to 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 the license, appears in the structured data block of each series.
- Country indicators. World Bank Open Data, licensed CC BY 4.0.
- Crypto. Prices and market capitalization 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 license does not require attribution. Where a source is part of the statement itself or its license requires naming, it is written out. That applies to SEC EDGAR, the World Bank, the ECB, Eurostat and FRED.
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. Each data block shows its own as-of date, and the data notes explain for every block how it was produced.
Calculations and Limits
Each metric's method and its limits are explained where the metric is shown: as a footnote under the block and in full on the data notes page. That is also where the uncomfortable parts are. Fund holdings are older than the prices beside them. Index compositions are derived from a proxy ETF. Commodity series show the front-month futures contract. Prices and returns use its actual settlement price, so the series jumps where one contract replaces the next. Risk figures and correlations instead use a series chained contract by contract across roll dates. Contract data for that exists from September 2024; before then, the jumps remain in these figures as well. Company financials exist only for SEC filers.
Two decisions apply across the whole site and are therefore explained here. Returns are price returns: excluding dividends, taxes and costs, annualized for periods of one year or longer. And 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 only to our own fund coverage, never to the whole market. That 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.
How the percentile is built, and why high coverage says nothing about the quality or valuation of a company, is set out in the data note on ETF coverage.
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 versus intraday price, yesterday versus 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. The calculation rules and text templates are reviewed by hand; individual reports are not. An automated gate checks the data before each release. The figures 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: mail@alysly.com. Who is behind Alysly is on the About Us page. Errors that were visible on the site and have been fixed are listed on the corrections page.
Not investment advice. Alysly provides data and tools, not recommendations. All information is provided without warranty.