Fama-French NYSE breakpoints
NYSE breakpoint percentiles used to construct the Fama-French sorts. breakpoint_type: me (size), be-me (value), op (profitability), inv (investment), e-p (earnings/price), cf-p (cashflow/price), d-p (dividend/price), 2-12 (prior 2-12 momentum). Each row is a period with firm counts plus every 5th percentile (percentile_5 .. percentile_100).
Query parameters
me, be-me, op, inv, e-p, cf-p, d-p, 2-12
me, be-me, op, inv, e-p, cf-p, d-p, 2-12
Number of most-recent periods.
Number of most-recent periods.
Response
Wide records: one row per period with firm-count and percentile columns.
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",
"data_age_days": 8.532,
"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"
],
"period": "2026-Q1",
"notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
}
}Changes
Changed in 3 of the 22 revisions of this API.19
- ○
added the optional property
meta/data_age_daysto the response with the200statusresponse-optional-property-added
- ○
added the optional property
meta/notesto the response with the200statusresponse-optional-property-added
- ○
added the optional property
meta/periodto the response with the200statusresponse-optional-property-added
- ○
- ○
added the optional property
data/breakpoint_typeto the response with the200statusresponse-optional-property-added
- ○
added the optional property
data/countto the response with the200statusresponse-optional-property-added
- ○
added the optional property
data/descriptionto the response with the200statusresponse-optional-property-added
- ○
added the optional property
data/recordsto the response with the200statusresponse-optional-property-added
This revision also has 6 changes that name no endpoint, such as unreferenced schemas being removed. See the revision's changelog
- ○
- ○
added the optional property
codeto the response with the401statusresponse-optional-property-added
- ○
added the optional property
codeto the response with the429statusresponse-optional-property-added
- ○
added the optional property
codeto the response with the503statusresponse-optional-property-added
- ○
added the optional property
hintto the response with the401statusresponse-optional-property-added
- ○
added the optional property
hintto the response with the429statusresponse-optional-property-added
- ○
added the optional property
hintto the response with the503statusresponse-optional-property-added
- ○
added the optional property
planto the response with the401statusresponse-optional-property-added
- ○
added the optional property
planto the response with the429statusresponse-optional-property-added
- ○
added the optional property
planto the response with the503statusresponse-optional-property-added
- ○
added the optional property
reasonto the response with the401statusresponse-optional-property-added
- ○
added the optional property
reasonto the response with the429statusresponse-optional-property-added
- ○
added the optional property
reasonto the response with the503statusresponse-optional-property-added
- ○