Pricing Plans
Choose from our range of subscription plans to access betas, factor returns, and residual returns data. Each package is designed to meet the needs of different levels of financial analysis, from testing to full-scale hedge fund management.
Package | Pricing | Frequency | Symbols | History | Data Sets |
---|---|---|---|---|---|
Testing | Free | Daily | NVDA, AMZN, GOOG, META, NFLX, JPM, XOM, JNJ, PG, UNH | 1 Year | Betas, Factor Returns |
Quant | $200/mo | Daily | Top 500 by market cap | 2 Years | Betas API, Factor Returns API, Residual Returns API |
Professional | $500/mo | Daily | Top 1500 by market cap | 5 Years | Betas API, Factor Returns API, Residual Returns API |
Full Simulation 1500 | $750/mo | Daily | Top 1500 by market cap or dollar volume | 10 Years | Betas, Factor Returns, Residual Returns, Universe Mask |
Full Simulation 3000 | $1500/mo | Daily | Top 3000 by market cap or dollar volume | 15 Years | Betas, Factor Returns, Residual Returns, Universe Mask |
Plan Details
Testing
- Price: Free
- Frequency: Daily updates
- Symbols: NVDA, AMZN, GOOG, META, NFLX, JPM, XOM, JNJ, PG, UNH
- History: 1 Year
- Data Sets: Basic access to Betas and Factor Returns for selected symbols.
Quant and Professional Packages
- Delivery: API access
- Betas: Market and sector betas provided daily, updated monthly
- Factor Returns: Daily time series of factor returns representing a cap-weighted market or sector portfolio
- Residual Returns: Idiosyncratic returns for each stock, not explained by the risk model
Full Simulation Packages
- Delivery: FTP/File transfer
- Data: Access to all datasets (Betas, Factor Returns, and Residual Returns), plus a Universe Mask for historical simulation.
- Universe Size: Choice of 1,500 or 3,000 active stocks that meet the universe definition at each month-end.
- Universe Mask: A true/false data series that defines which stocks your top-N ranking at each month-end.
- Ranking Definition: Choose between a dollar volume or market cap-based ranking.
- Coverage: Includes all stocks that meet the universe definition at any month-end historically.
- Simulation History: 10 or 15 years, depending on the package.
How to Subscribe
- Choose the plan that best meets your data needs.
- Contact our sales team for subscription setup, or sign up directly on our website.
- Access data through our secure API or FTP endpoints and start integrating insights into your analysis.
For any questions, please reach out to our support team.