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GET/api/1/risk-models/factor-returns

Factor Returns API

Returns historical daily factor returns. Style factors come from the Fama-French research library (daily, decimal returns); sector and country factors are computed as equal-weighted average returns of the constituent stocks.

Defaults

factors=allto=todayfrequency=D

Related endpoints

Parameters

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

4
factorsstringdefault all
query

Comma-separated factor IDs (e.g. VALUE,SIZE,MOMENTUM). Default: all factors.

Default all

fromstringoptional
query

Start date YYYY-MM-DD (default: 1 year ago)

Optional. Omit to skip.

tostringdefault today
query

End date YYYY-MM-DD (default: today)

Default today

frequencystringdefault D
query

D (daily), W (weekly), M (monthly)

One of: D, W, M · Default D

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/risk-models/factor-returns?frequency=D' \
  -H 'Accept: application/json'
200 Response
{
  "factors": {
    "id": "string",
    "returns": {
      "date": "string",
      "value": 0
    }
  }
}