Factor V2

Factor V2 is in beta — the compute methodology is still being validated. All factor responses carry the SECAPI-Maturity: beta response header; do not yet treat returned values as production-grade.

SEC API Factor V2 provides investor-grade factor analysis with market-calendar-aware daily refresh and intraday snapshots when current market inputs are available. For the full construction methodology, including hierarchical purification, thematic basket construction, and academic references, see Factor Model Methodology.

Key Improvements over V1

Feature	V1	V2
Recompute frequency	Weekly	Daily
Factor count	ETF-proxy slice	230+ tracked definitions; narrower launch API surface
Intraday snapshots	Not available	Available when current market inputs are present
Portfolio drill-down	Security-level only	Security + portfolio + model portfolio
Orthogonalization	Basic	Full topological sort

Endpoints

Daily Factor Returns

curl "https://api.secapi.ai/v1/factors/returns?lookback=30" \
  -H "x-api-key: $SECAPI_API_KEY"

Intraday Factor Snapshots

curl "https://api.secapi.ai/v1/factors/returns/intraday" \
  -H "x-api-key: $SECAPI_API_KEY"

Factor Dashboard (One Call)

curl "https://api.secapi.ai/v1/factors/dashboard" \
  -H "x-api-key: $SECAPI_API_KEY"

Returns: intraday returns, regime context, rotation signals, and spotlight factors.

Stock-Level Factor Loadings

curl "https://api.secapi.ai/v1/stocks/AAPL/loadings" \
  -H "x-api-key: $SECAPI_API_KEY"

Portfolio Factor Exposures

curl -X POST "https://api.secapi.ai/v1/portfolio/analyze" \
  -H "x-api-key: $SECAPI_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"holdings": [{"symbol": "AAPL", "weight": 0.3}, {"symbol": "MSFT", "weight": 0.3}, {"symbol": "GOOGL", "weight": 0.4}]}'

Factor Catalog

Access the 230+ tracked factor-definition catalog with methodology and source-rights metadata. The launch API surface is narrower; inspect catalog coverage and freshness metadata before making long-history claims:

curl "https://api.secapi.ai/v1/factors/catalog" \
  -H "x-api-key: $SECAPI_API_KEY"

Each factor includes: name, family, methodology inputs, source-rights posture, orthogonalization method, and methodology summary. Implemented stock-basket factors: MKT_US, EQUAL_WEIGHT, MARKET_BREADTH, SIZE, VALUE, MOMENTUM, PROFITABILITY, QUALITY, GROWTH, LOW_VOL, BETA, INVESTMENT, DIVIDEND_YIELD, BUYBACK, FCF_YIELD, ACCRUALS, EARNINGS_QUALITY, EARNINGS_YIELD, CASH_FLOW_TO_PRICE, ROE, PRICE_TO_SALES, LIQUIDITY, and MULTI_FACTOR.

Regime-Conditioned Performance

See how factors perform in different macro regimes:

curl "https://api.secapi.ai/v1/factors/regime-performance" \
  -H "x-api-key: $SECAPI_API_KEY"

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Key Improvements over V1

Endpoints

Daily Factor Returns

Intraday Factor Snapshots

Factor Dashboard (One Call)

Stock-Level Factor Loadings

Portfolio Factor Exposures

Factor Catalog

Regime-Conditioned Performance

​Key Improvements over V1

​Endpoints

​Daily Factor Returns

​Intraday Factor Snapshots

​Factor Dashboard (One Call)

​Stock-Level Factor Loadings

​Portfolio Factor Exposures

​Factor Catalog

​Regime-Conditioned Performance

Key Improvements over V1

Endpoints

Daily Factor Returns

Intraday Factor Snapshots

Factor Dashboard (One Call)

Stock-Level Factor Loadings

Portfolio Factor Exposures

Factor Catalog

Regime-Conditioned Performance