---
title: "Emerging Markets Fama-French Model"
method: GET
path: "/factors/models/fama-french/emerging-markets"
tags: ["Factors / Risk Models"]
---

# Emerging Markets Fama-French Model

`GET /factors/models/fama-french/emerging-markets`

Provides the end-of-month monthly USD returns of the following Fama-French emerging markets factors:
* MKT-RF
* SMB5
* HML
* RMW
* CMA
* RF
* WML

> This endpoint requires an API key.

References
* [Description of Fama/French 5 Factors for Emerging Markets](https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_5emerging.html)
* [Description of Momentum Factor for Emerging Markets](https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_emerging_mom.html)

## Response `200`

OK

- object
  - `famaFrenchFactors` object, required — The Emerging Markets Fama-French factors
    - `factorsRegion` string, required — The region associated to the Fama-French factors; always equal to "emergingMarkets"
    - `factorsComputationDate` string, required — The computation date of the Fama-French factors, in format YYYY-MM-DD
    - `factors` object[], required
      - `factorName` 'MKT-RF' | 'SMB5' | 'HML' | 'RMW' | 'CMA' | 'RF' | 'WML', required — The name of the factor
      - `factorReturns` object[], required — factorReturns[t] contains return information for the factor factorName at the date t
        - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates are distinct
        - `factorReturn` number[], required — The monthly USD return of the factor at the date t; all the factorReturns arrays have the same length

## Other responses

- `401` — Access to the endpoint is not authorized

---

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