Finance

Fama-French risk factors

Changed on

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

Request

  • Base URL: https://sugra.ai
  • URL: https://sugra.ai/api/v1/fama-french/factors
  • Auth: API key in header x-api-key

Query parameters

modelstring

Model: 3 (Mkt-RF/SMB/HML), 5 (+RMW/CMA), momentum, st-reversal, lt-reversal

frequencystring

Frequency: monthly, daily

limitinteger

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",
    "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"
    ],
    "stale_since": "2026-09-08T12:00:00Z",
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes