Risk Metrics

ETF factor returns snapshot (public scope)

One-teo snapshot of close + trailing-window total returns (1d / 21d / 63d / 252d) for SPY + the 11 GICS sector SPDR ETFs (XLE / XLB / XLI / XLY / XLP / XLV / XLF / XLK / XLC / XLU / XLRE).

The classification scope is intentionally narrow — GICS sector membership is industry-public knowledge so exposing it carries no leakage on top of what any prospectus already discloses. The fuller BWMACRO factor roster (subsectors, style, macro, broad-market) is NOT exposed through this endpoint by design. Tickers requested outside the public scope return 400.

Pairs well with /industry-panel to read the day's market and sector index moves alongside aggregate stock-level industry βs.

Billing: $0.02 per request.

get/etf/factor-returns

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/etf/factor-returns
  • Auth: HTTP bearer

Query parameters

sleeve'market' | 'sector' | 'all'

Filter to market (SPY only), sector (11 GICS sectors), or all (default).

tickersstring

Comma-separated subset of in-scope tickers (intersected with sleeve filter). Tickers outside SPY + 11 GICS sectors return 400.

teostring date

Observation date YYYY-MM-DD (default latest teo in ds_etf).

Response

Snapshot with one row per in-scope ETF.

teostring date
windowsstring[]

Window labels covered by returns (1d, 21d, 63d, 252d).

Changes

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