Finance
Fama-French risk factors
Academic finance risk factors for asset pricing and portfolio analysis. 3-Factor (1926+): Mkt-RF (market premium), SMB (small minus big), HML (value). 5-Factor (1963+): adds RMW (profitability), CMA (investment). Momentum (1927+): MOM (winners minus losers). Also: short-term reversal, long-term reversal. Monthly and daily frequencies available.
get/api/v1/fama-french/factors
Query parameters
modelstring
Model: 3 (Mkt-RF/SMB/HML), 5 (+RMW/CMA), momentum, st-reversal, lt-reversal
Model: 3 (Mkt-RF/SMB/HML), 5 (+RMW/CMA), momentum, st-reversal, lt-reversal
frequencystring
Frequency: monthly, daily
Frequency: monthly, daily
limitinteger
Number of most-recent periods (daily series run to ~25k rows since 1926)
Number of most-recent periods (daily series run to ~25k rows since 1926)
Response
Fama-French factor time series.
Example response
{
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}