{ "openapi": "3.1.0", "info": { "title": "EDGAR Terminal Factor Lab API", "version": "1.0.0", "description": "A bounded, source-aware market diagnostic for analysts and connected AI tools. The EDGAR Factor Lab endpoint returns derived econometric diagnostics and filing-derived descriptive measures; it does not redistribute bulk vendor price histories, predict returns, or provide investment advice.", "contact": { "name": "EDGAR Terminal", "url": "https://secedgarterminal.com/about" } }, "servers": [ { "url": "https://secedgarterminal.com", "description": "Production" } ], "tags": [ { "name": "Market signals", "description": "Regression diagnostics joined to current, source-linked SEC filing evidence. Methodology: https://secedgarterminal.com/market/factors" } ], "paths": { "/api/v1/market-signals": { "get": { "tags": ["Market signals"], "operationId": "getMarketSignal", "summary": "Calculate an EDGAR Factor Lab diagnostic for one covered company", "description": "Returns daily adjusted-close regression diagnostics against SPY and a sector proxy, a current peer-normalized filing-change snapshot, a filing-event response when estimable, and the descriptive Evidence Gap. Exact-date intersection, coverage gates, Newey-West HAC inference, source provenance, warnings, and interpretation limits are included. A result may be ready, partial, withheld, or stale. Missing statistics are null, never zero. This is not CAPM because no risk-free return is subtracted; the regression intercept is not Jensen alpha. The filing snapshot is not a historical factor return, and the Evidence Gap is not a forecast or trade signal.", "parameters": [ { "name": "ticker", "in": "query", "required": true, "description": "Uppercase ticker in the current curated Market universe. Class-share dots and hyphens are supported where present.", "schema": { "type": "string", "pattern": "^[A-Za-z0-9][A-Za-z0-9.-]{0,9}$" }, "example": "NVDA" }, { "name": "window", "in": "query", "required": false, "description": "Requested lookback window. The effective sample can start later because prices are aligned exactly by return interval.", "schema": { "type": "string", "enum": ["1y", "3y", "5y"], "default": "3y" } }, { "name": "basis", "in": "query", "required": false, "description": "SEC comparison basis used by the filing-derived snapshot. It does not change the daily price-return frequency.", "schema": { "type": "string", "enum": ["ttm", "annual"], "default": "ttm" } }, { "name": "cohort", "in": "query", "required": false, "description": "Peer-normalization cohort. auto selects the issuer's first supported Market cohort. A supplied cohort must contain the issuer.", "schema": { "type": "string", "enum": [ "auto", "credit-banks", "private-capital", "real-estate", "housing", "energy-commodities", "consumer-demand", "ai-infrastructure", "software-security", "transport-cyclicals", "insurance", "healthcare", "industrial-capex", "utilities-rates" ], "default": "auto" } }, { "name": "sector_proxy", "in": "query", "required": false, "description": "ETF used for market-orthogonal sector sensitivity and filing-event adjustment. auto maps the selected cohort to a documented proxy.", "schema": { "type": "string", "enum": ["auto", "XLF", "XLRE", "XHB", "XLE", "XLY", "XLK", "XLI", "XLV", "XLU"], "default": "auto" } } ], "responses": { "200": { "description": "Completed or retained diagnostic. Inspect status, quality, warnings, sample, and provenance before using estimates.", "headers": { "RateLimit-Limit": { "$ref": "#/components/headers/RateLimitLimit" }, "RateLimit-Remaining": { "$ref": "#/components/headers/RateLimitRemaining" }, "RateLimit-Reset": { "$ref": "#/components/headers/RateLimitReset" }, "X-Schema-Version": { "description": "Response schema version.", "schema": { "type": "string", "const": "edgar.market-signals.v1" } }, "X-Methodology-Version": { "description": "Econometric and filing-score methodology version.", "schema": { "type": "string", "const": "market-signals-1.0.0" } }, "X-Data-Through": { "description": "Latest common price-input date or unavailable.", "schema": { "type": "string" } }, "X-Cache-Source": { "description": "Result delivery state; this is not the underlying data provider.", "schema": { "type": "string", "enum": ["computed", "warm", "stale"] } }, "Warning": { "description": "HTTP Warning 110 when a retained stale result is served.", "schema": { "type": "string" } } }, "content": { "application/json": { "schema": { "$ref": "https://secedgarterminal.com/schemas/market-signals-v1.schema.json" }, "examples": { "requestShape": { "summary": "Abbreviated shape; live values and coverage vary", "value": { "schema_version": "edgar.market-signals.v1", "methodology_version": "market-signals-1.0.0", "universe_version": "market-research-v3", "snapshot_id": "market-research-v3:example", "status": "ready", "cache_status": "computed", "generated_at": "2026-09-09T12:00:00.000Z", "data_through": "2026-09-08", "request": { "ticker": "NVDA", "window": "3y", "basis": "ttm", "cohort": "ai-infrastructure", "sector_proxy": "XLK", "market_benchmark": "SPY", "frequency": "daily" }, "issuer": { "ticker": "NVDA", "name": "NVIDIA Corporation", "cik": "0001045810", "sic": "3674", "cohorts": ["ai-infrastructure"] }, "sample": { "requested_start": "2023-09-10", "effective_start": "2023-09-11", "effective_end": "2026-09-08", "observations": 752, "eligible_benchmark_intervals": 752, "overlap_coverage": 1, "excluded": { "asset_prices": 0, "market_prices": 0, "sector_prices": 0, "unmatched_benchmark_intervals": 0 } }, "estimates": { "market_model": { "observations": 752, "beta": 1.18, "beta_standard_error": 0.05, "beta_confidence_interval95": [1.08, 1.28], "r_squared": 0.62, "hac_lag": 6 }, "conditional_beta": null, "independent_sector_sensitivity": null, "rolling_beta": null }, "edgar_snapshot": { "schema_version": "edgar-market-signals-v1", "available": true, "diagnostic_only": true, "ticker": "NVDA", "cik": "0001045810", "basis": "ttm", "cohort_id": "ai-infrastructure", "template": { "id": "nonfinancial", "label": "Non-financial filing change" }, "filing_change_z": 0.89, "direction": { "id": "stronger_relative_change", "label": "Stronger peer-relative filing change" }, "coverage": { "required_components": 5, "available_components": 5, "ratio": 1, "eligible_peer_issuers": 24, "minimum_peers_per_component": 8, "peer_filing_clock": { "focus": "2026-08-06T12:30:00.000Z", "earliest_peer": "2026-07-21T20:15:00.000Z", "latest_peer": "2026-08-05T21:02:00.000Z", "observed_peers": 24, "missing_peers": 0, "peers_after_focus": 0 } }, "components": [ { "key": "revenueGrowth", "label": "Revenue growth acceleration", "unit": "percentage_points", "weight": 0.25, "required": true, "available": true, "current": 12.5, "prior": 9.5, "change": 3, "supplied_change": 3, "supplied_change_consistent": true, "change_source": "current_minus_prior", "z": 0.9, "raw_z": 0.9, "clipped": false, "weighted_z": 0.225, "peer_percentile": 70.8, "peer_count": 24, "peer_candidates": 24, "peer_distribution": { "count": 24, "median": 1.2, "mad": 1.35, "q1": 0.1, "q3": 2.4, "standard_deviation": 2.2, "scale": 2, "scale_method": "median_absolute_deviation", "min": -3.1, "max": 5.8 }, "reason": null }, { "key": "operatingMargin", "label": "Operating margin change", "unit": "percentage_points", "weight": 0.25, "required": true, "available": true, "current": 25, "prior": 24, "change": 1, "supplied_change": 1, "supplied_change_consistent": true, "change_source": "current_minus_prior", "z": 0.8, "raw_z": 0.8, "clipped": false, "weighted_z": 0.2, "peer_percentile": 68.8, "peer_count": 24, "peer_candidates": 24, "peer_distribution": { "count": 24, "median": 0.2, "mad": 0.67, "q1": -0.4, "q3": 0.9, "standard_deviation": 1.1, "scale": 1, "scale_method": "median_absolute_deviation", "min": -2.4, "max": 3.2 }, "reason": null }, { "key": "freeCashFlowMargin", "label": "Free cash flow margin change", "unit": "percentage_points", "weight": 0.25, "required": true, "available": true, "current": 18, "prior": 16, "change": 2, "supplied_change": 2, "supplied_change_consistent": true, "change_source": "current_minus_prior", "z": 1, "raw_z": 1, "clipped": false, "weighted_z": 0.25, "peer_percentile": 75, "peer_count": 24, "peer_candidates": 24, "peer_distribution": { "count": 24, "median": 0.5, "mad": 1.01, "q1": -0.7, "q3": 1.8, "standard_deviation": 1.8, "scale": 1.5, "scale_method": "median_absolute_deviation", "min": -4.1, "max": 5.2 }, "reason": null }, { "key": "equityToAssets", "label": "Book equity / assets change", "unit": "percentage_points", "weight": 0.125, "required": true, "available": true, "current": 45, "prior": 44, "change": 1, "supplied_change": 1, "supplied_change_consistent": true, "change_source": "current_minus_prior", "z": 0.75, "raw_z": 0.75, "clipped": false, "weighted_z": 0.09375, "peer_percentile": 66.7, "peer_count": 24, "peer_candidates": 24, "peer_distribution": { "count": 24, "median": 0.4, "mad": 0.54, "q1": -0.1, "q3": 0.9, "standard_deviation": 0.9, "scale": 0.8, "scale_method": "median_absolute_deviation", "min": -1.8, "max": 2.5 }, "reason": null }, { "key": "cashToAssets", "label": "Cash / assets change", "unit": "percentage_points", "weight": 0.125, "required": true, "available": true, "current": 16, "prior": 15, "change": 1, "supplied_change": 1, "supplied_change_consistent": true, "change_source": "current_minus_prior", "z": 1, "raw_z": 1, "clipped": false, "weighted_z": 0.125, "peer_percentile": 75, "peer_count": 24, "peer_candidates": 24, "peer_distribution": { "count": 24, "median": 0.3, "mad": 0.47, "q1": -0.2, "q3": 0.8, "standard_deviation": 0.8, "scale": 0.7, "scale_method": "median_absolute_deviation", "min": -1.4, "max": 2.1 }, "reason": null } ], "reason": null, "methodology": { "peer_method": "leave-one-out cohort comparison" }, "claim_limits": ["Not a return forecast, trading signal, or recommendation."] }, "filing_event": { "event_date": "2026-08-06", "acceptance_timestamp": "2026-08-06T12:30:00.000Z", "event_start": "2026-08-05", "event_interval_end": "2026-08-06", "timing_quality": "acceptance_timestamp_before_market_open", "estimation": { "start": "2025-07-30", "end": "2026-07-29", "observations": 252, "gap_sessions": 20 }, "windows": { "1": { "sessions": 1, "through": "2026-08-06", "cumulative_abnormal_return": 0.008, "standardized_response": 0.21 }, "5": { "sessions": 5, "through": "2026-08-12", "cumulative_abnormal_return": 0.021, "standardized_response": 0.31 }, "20": { "sessions": 20, "through": "2026-09-02", "cumulative_abnormal_return": 0.04, "standardized_response": 0.35 } } }, "evidence_gap": { "schema_version": "edgar-market-signals-v1", "available": true, "diagnostic_only": true, "evidence_gap": 0.54, "inputs": { "filing_change_z": 0.89, "price_response_z": 0.35, "clipped_filing_change_z": 0.89, "clipped_price_response_z": 0.35 }, "classification": { "id": "filing_change_without_material_price_response", "label": "Positive filing change; muted price response", "interpretation": "Peer-relative filing change was positive while the model-adjusted price response remained inside the neutral band." }, "gap_interpretation": "Reported filing change was stronger than the model-adjusted price response on the clipped standardized scales.", "reason": null, "formula": "clip(filingChangeZ, -3, 3) - clip(priceResponseZ, -3, 3)", "input_clip": 3, "neutral_band": 0.5, "range": { "min": -6, "max": 6 }, "claim_limits": ["Not a return forecast, trading signal, or recommendation."] }, "quality": { "grade": "A", "headline_eligible": true, "evidence_gap_eligible": true, "observations": 752, "peer_count": 24, "eligible_peer_issuers": 24, "filing_components": 5, "required_filing_components": 5, "filing_score_complete": true, "peer_filings_after_focus": 0, "filing_event_complete": true, "sec_snapshot_status": "current" }, "interpretation": "Illustrative, non-live example showing how filing evidence and market response remain separate.", "provenance": { "sec": { "source": "https://data.sec.gov/api/xbrl/companyfacts/CIK0001045810.json", "snapshot_generated_at": "2026-09-09T11:00:00.000Z", "reporting_basis": "ttm", "point_in_time": true, "cutoff": { "filed": "2026-08-06", "accepted_at": "2026-08-06T12:30:00.000Z", "accession": "0001045810-26-000123" }, 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"2026-09-08", "observations": 752, "attempts": [] }, "market": { "ticker": "SPY", "provider": "yahoo_finance", "cache_status": "warm", "price_basis": "adjusted_close", "adjustment_coverage": 1, "retrieved_at": "2026-09-09T10:00:00.000Z", "first_observation": "2023-09-09", "last_observation": "2026-09-08", "observations": 752, "attempts": [] }, "sector_proxy": { "ticker": "XLK", "provider": "yahoo_finance", "cache_status": "warm", "price_basis": "adjusted_close", "adjustment_coverage": 1, "retrieved_at": "2026-09-09T10:00:00.000Z", "first_observation": "2023-09-09", "last_observation": "2026-09-08", "observations": 752, "attempts": [] } } }, "equations": [], "warnings": [], "limitations": ["Illustrative response shape only; retrieve live data before analysis."], "links": { "methodology": "https://secedgarterminal.com/market/factors", "api": "https://secedgarterminal.com/api/v1/market-signals?ticker=NVDA", "schema": "https://secedgarterminal.com/schemas/market-signals-v1.schema.json", "company_analysis": "https://secedgarterminal.com/analysis/NVDA", "sec_companyfacts": "https://data.sec.gov/api/xbrl/companyfacts/CIK0001045810.json" }, "cite_as": "Illustrative format example, not a live result." } } } } } }, "400": { "$ref": "#/components/responses/ErrorResponse" }, "422": { "$ref": "#/components/responses/ErrorResponse" }, "429": { "description": "Rate limit exceeded. 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