API Documentation

⌘K
GET/api/1/risk-models/exposure/{identifier}

Factor Exposure

Returns single-stock factor loadings computed via OLS regression of the trailing 60 daily returns against Fama-French factor returns

Parameters

1
identifierstringrequired
path

Security identifier: ISIN, ticker, CUSIP, SEDOL, or WKN (e.g. US0378331005, AAPL, 037833100)

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/risk-models/exposure/US0378331005' \
  -H 'Accept: application/json'
200 Response
{
  "identifier": "string",
  "exposures": {
    "factor": "string",
    "loading": 0.85,
    "tStat": 2.4
  },
  "r2": 0.42
}