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GET /v1/factors/macro-sensitivity

Return explainable heuristic factor sensitivity to macro scenarios and shocks
Audience: application and coding agent.

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Canonical metadata

  • requestId
  • traceparent

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Example request

curl -X GET \
  -H "x-api-key: $SECAPI_API_KEY" \
  -H "secapi-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/macro-sensitivity"

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Example response

{
  "object": "factor_macro_sensitivity",
  "id": "factor_macro_sensitivity_US_higher_for_longer",
  "asOf": "2026-06-09T22:15:00.000Z",
  "country": "US",
  "scenarioKey": "higher_for_longer",
  "rows": [
    {
      "factorKey": "MOMENTUM",
      "indicatorKey": null,
      "macroShockKey": "policyRate",
      "sensitivity": -0.028,
      "direction": "headwind",
      "confidence": "medium",
      "rationale": "MOMENTUM is directly shocked in the Higher-for-longer rates scenario.",
      "observationCount": null,
      "methodology": "macro_factor_sensitivity_v1_heuristic"
    }
  ],
  "topTailwinds": [
    "VALUE"
  ],
  "topHeadwinds": [
    "MOMENTUM"
  ],
  "limitations": [
    "v1 sensitivity is heuristic and explainable; it is not a point-in-time empirical regression."
  ],
  "summaryMd": "US Higher-for-longer rates sensitivity highlights 1 factor headwind and 1 tailwind.",
  "dataAsOf": "2026-06-09",
  "freshnessStatus": "fresh",
  "methodologyVersion": "secapi_factor_returns_v1",
  "materializationVersion": "2026-06-09",
  "provenance": {
    "source": "secapi_factor_pipeline",
    "sourceLabel": "SecAPI factor pipeline",
    "accessionNumber": null,
    "filingUrl": "https://docs.secapi.ai/factors/methodology",
    "acceptedAt": null,
    "retrievedAt": "2026-06-09T22:15:00.000Z",
    "parserVersion": "secapi-factor-pipeline"
  },
  "freshness": {
    "status": "fresh",
    "asOf": "2026-06-09T22:15:00.000Z",
    "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
    "lagMs": 2700000
  },
  "materialization": {
    "parserVersion": "secapi-factor-pipeline",
    "materializationVersion": "2026-06-09"
  },
  "sourceRights": {
    "source": "secapi_owned_factor_pipeline",
    "sourceLabel": "SecAPI factor pipeline",
    "posture": "public_safe",
    "publicAvailability": "public",
    "contractStatus": "approved",
    "restrictions": [],
    "notes": "SecAPI-owned derived factor data."
  },
  "methodology": {
    "id": "secapi_factor_returns",
    "version": "v1",
    "summary": "SecAPI-owned daily factor returns, exposures, and portfolio analytics built for agent and API workflows.",
    "confidence": "high",
    "launchState": "beta",
    "inputs": [
      "secapi_factor_returns",
      "secapi_factor_exposures",
      "market_calendar"
    ],
    "validation": {
      "launchHistoryFloor": "2015-01-01",
      "marketCalendarAware": true
    }
  },
  "revision": {
    "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
    "retrievedAt": "2026-06-09T22:15:00.000Z",
    "vintageId": "2026-06-09",
    "revisedFrom": null
  },
  "degradedState": null,
  "requestId": "req_2ZK8Q1W9F4M6P7R3",
  "traceparent": "00-4bf92f3577b34da6a3ce929d0e0e4736-00f067aa0ba902b7-01"
}

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Failure posture

  • treat non-2xx responses as contract-aware failures, not free-form errors
  • preserve requestId and traceparent in logs and downstream reports
  • if provenance or freshness metadata is present, return it unchanged so trust is not lost in the handoff