fx_sensitivity
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-11-01, from msft-stock-price-in-twd.
| usd_twd_change_pct | usd_return_pct | twd_return_pct |
|---|---|---|
| -20 | 56.67 | 25.34 |
| -15 | 56.67 | 33.17 |
| -10 | 56.67 | 41 |
| -5 | 56.67 | 48.84 |
| 0 | 56.67 | 56.67 |
| 5 | 56.67 | 64.5 |
| 10 | 56.67 | 72.34 |
| 15 | 56.67 | 80.17 |
| 20 | 56.67 | 88 |
- Rows × columns
- 9 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
usd_twd_change_pct |
number | -20 to 20 | percent |
usd_return_pct |
number | every row is 56.67 | percent |
twd_return_pct |
number | 25.34 to 88 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
(
SELECT round(100 * (argMax(toFloat64(close), date) / argMin(toFloat64(close), date) - 1), 2)
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'MSFT'
AND date >= today() - 1825
) AS msft_5y_usd
SELECT
toInt32(fx_move) AS usd_twd_change_pct,
round(msft_5y_usd, 2) AS usd_return_pct,
round(100 * ((1 + msft_5y_usd / 100) * (1 + fx_move / 100) - 1), 2) AS twd_return_pct
FROM
(
SELECT arrayJoin([-20, -15, -10, -5, 0, 5, 10, 15, 20]) AS fx_move
)
ORDER BY usd_twd_change_pct
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