Factor decomposition

Return factor-attribution decomposition for a security over a bounded lookback window with explained return, alpha, and methodology metadata.

get/v1/factors/decomposition

Request

  • Base URL: https://api.turos.app
  • URL: https://api.turos.app/v1/factors/decomposition
  • Auth: one of:
    • API key in header x-api-key
    • HTTP bearer

Query parameters

symbolstring required

Ticker symbol to decompose. ticker is accepted as an alias.

factorsstring

Comma-separated factor keys or aliases.

keysstring

Alias for factors.

categorystring

Optional factor category filter.

windowstring

Return window used for decomposition.

lookbackstring

History lookback used for exposures and factor returns.

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Response

Successful response

dataAsOfstring
freshnessStatus'fresh' | 'stale' | 'degraded' | 'unknown'
methodologyVersionstring
materializationVersionstring
object'factor_decomposition' required
responseMode'compact' | 'standard' | 'verbose'

Projection used for this resource. compact is token-efficient for agents; standard and verbose retain fuller operational context.

idstring required
symbolstring required
factorCategorystring required
windowstring required
asOfstring date-time required
contributionsobject[] required
summaryMdstring required
stockReturnnumber required
totalExplainednumber required
alphanumber required
rSquarednumber nullable required
modelNamestring required
datestring date required
disclosuresstring[]

Short product/legal disclosures for research-scenario outputs. Omitted on low-risk compact responses.

requestIdstring
traceparentstring

Changes

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