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

Factor Returns

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.

Parameters

4
factorsstring
query

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

fromstring
query

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

tostring
query

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

frequencystring
query

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

Responses

Was this helpful?
Request
curl -X GET \
  'https://api.eulerpool.com/api/1/risk-models/factor-returns?from=2025-01-01&to=2025-12-31&frequency=D' \
  -H 'Accept: application/json'
200 Response
{
  "factors": {
    "id": "string",
    "returns": {
      "date": "string",
      "value": 0
    }
  }
}