Skip to main content
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

FeatureV1V2
Recompute frequencyWeeklyDaily
Factor countETF-proxy slice230+ tracked definitions; narrower launch API surface
Intraday snapshotsNot availableAvailable when current market inputs are present
Portfolio drill-downSecurity-level onlySecurity + portfolio + model portfolio
OrthogonalizationBasicFull 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.

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"