Factors / Risk Models

Emerging Markets Fama-French Model

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

get/factors/models/fama-french/emerging-markets

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/factors/models/fama-french/emerging-markets
  • Auth
    API key in header X-API-Key

Response

OK

Changes

No recorded changes to this operation across all 22 revisions of this API.