API Documentation

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GET/api/1/analytics/fama-french

Fama-French Factors API

Returns Fama-French factor returns (market, SMB, HML, RMW, CMA, momentum, risk-free rate) used for asset pricing models and portfolio attribution.

Defaults

days=252

Parameters

Required first. Documented defaults are selected — Test Request matches a bare call.

3
start_datestringoptional
query

Start date (YYYY-MM-DD)

Optional. Omit to skip.

end_datestringoptional
query

End date (YYYY-MM-DD)

Optional. Omit to skip.

daysnumberdefault 252
query

Number of days of history (default 252, max 5000)

Default 252

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/analytics/fama-french?days=252' \
  -H 'Accept: application/json'
200 Response
[
  {
  "date": "2026-04-01T00:00:00.000Z",
  "mkt_rf": 0.45,
  "smb": -0.12,
  "hml": 0.08,
  "rmw": 0.15,
  "cma": -0.05,
  "umd": 0.3,
  "rf": 0.02
}
]