API Documentation
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API Key
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/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
1identifierstringrequiredSecurity 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
}