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, EARNINGS_REVISIONS, FCF_YIELD, ACCRUALS, EARNINGS_QUALITY, EARNINGS_YIELD, CASH_FLOW_TO_PRICE, ROE, PRICE_TO_SALES, LIQUIDITY, and MULTI_FACTOR.
See how factors perform in different macro regimes:
curl "https://api.secapi.ai/v1/factors/regime-performance" \
-H "x-api-key: $SECAPI_API_KEY"