Market Data

NZ Equity Factor Model

Market-wide 6-factor scores (Value, Growth, Quality, Momentum, Dividends, Governance) for all NZX companies. Sector-relative percentile ranking (0-100) with A-F grades. Inspired by Fama-French and Bloomberg Factor Model.

get/factor-model

Request

  • Base URL: https://nzxplorer.co.nz/api/v1
  • URL: https://nzxplorer.co.nz/api/v1/factor-model
  • Auth: one of:
    • API key in header X-API-Key
    • API key in query parameter api_key

Query parameters

sectorstring

Filter by sector (e.g., Healthcare, Property)

factorstring

Sort by factor: value, growth, profitability, momentum, dividends, governance

gradestring

Filter by composite grade (e.g., A,B)

limitnumber

Limit results (default: all)

Response

NZ Equity Factor Model

dataunknown

Example response

{
  "meta": {
    "api_version": "v1"
  }
}

Changes

No recorded changes to this operation across all 1 revision of this API.