The sidebar labels inside this family are the literal calls you make over HTTP. Descriptions stay in the body so the navigation stays sharp and scannable.
Operations in this family
GET /v1/factors/bulk-download
Return available factor returns data in bulk with daily series for commercial plan bulk-download workflows
GET /v1/factors/catalog
Return compact SEC API factor definitions, with trust and methodology metadata available on request
GET /v1/factors/correlations
Return factor-to-factor and factor-to-security correlation surfaces for strategy and risk workflows
POST /v1/factors/custom
Discover a custom thematic factor pack from factor-overlap peers plus deterministic filing/news signatures
GET /v1/factors/dashboard
Return a one-call factor dashboard with intraday, regime, rotation, spotlight-security, and optional model-portfolio drill-down sections
GET /v1/factors/decomposition
Return factor-attribution decomposition for a security over a bounded lookback window with explained return, alpha, and methodology metadata
GET /v1/factors/exposures
Return factor exposures for securities, portfolios, or watchlists.
GET /v1/factors/extreme-moves
Return factor moves ranked by unusual z-score or absolute return with direction, threshold, and trust metadata
GET /v1/factors/extreme-pairs
Return factor pairs ranked by unusual rolling spread divergence with direction, threshold, and trust metadata
GET /v1/factors/history/{factorKey}
Return a single factor’s daily return history with 1D through MAX summary windows for chart and table workflows
GET /v1/factors/macro-sensitivity
Return factor sensitivity to a named macro stress scenario using the current macro-regime overlay
GET /v1/factors/pair-history/{f1}/{f2}
Return historical spread between two specific factors identified by path parameters with windowed series data
GET /v1/factors/pairs
Return pairwise factor spread data including cumulative spread, average, volatility, and daily series for two specified factors
GET /v1/factors/regime-performance
Return regime-conditioned factor rankings that blend the active macro backdrop with current factor state
GET /v1/factors/related-stocks
Return related stocks ranked by factor-overlap similarity for peer discovery and hedge ideation
GET /v1/factors/returns
Return factor return history, z-scores, and volatility-scaled series for supported factor families
GET /v1/factors/returns/intraday
Return intraday factor snapshots for dashboards using the current benchmark proxy surface and freshness metadata
GET /v1/factors/similarity-pack
Return a custom thematic similarity pack that combines factor-overlap peers with deterministic filing/news signatures and naming workflow metadata
GET /v1/factors/sparklines
Return compact multi-factor sparkline series with 1D through MAX summary windows for dashboard, sector, index, and model UIs