★ A CURATED DIRECTORY OF FINANCIAL TOOLS AND RESOURCES ★
VOL. XCIV, NO. 247
Global Factor Data (JKP Factors) Review, Pricing, and Features
Global Factor Data publishes equity factor returns, underlying portfolios, industry returns, reference files, and construction code. It covers 153 published factors across 93 countries and four regions. The data is for noncommercial research, not live trading.
Best for
- Researchers comparing global equity factor returns across countries, themes, frequencies, and weighting methods.
- WRDS users reproducing stock returns, characteristics, and factor portfolios from source data.
Watch out
- Distributed data uses CC BY-NC 4.0. Commercial use is outside that license, and locally generated outputs remain subject to WRDS and vendor terms.
- JKP data is updated in research releases and is not a real-time market data product or trading terminal.
Community votes (overall)
No votes yet. Be the first to rate this tool.
Pricing
Free
Free (non-commercial license)
Public downloads are free under CC BY-NC 4.0. Commercial use requires separate permission.
Key features
- The download tool covers 153 factor portfolios in 13 themes, 93 countries, and four regions.
- Factor returns are excess returns in US dollars with daily or monthly frequency and multiple weighting methods where available.
- Downloads also include low, middle, and high sorted portfolios, GICS and Fama-French industry returns, breakpoints, cutoffs, and factor mappings.
- Analysis pages compare annualized return, volatility, Sharpe ratio, information ratio, alpha, beta, and cumulative performance.
- Monthly stock-level characteristics are distributed through WRDS and require an eligible institutional subscription.
- The current Python pipeline requires licensed WRDS inputs and writes Parquet by default, with CSV available as an option.
- The dataset is updated in research releases. It does not provide intraday or real-time market data.
- CC BY-NC 4.0 permits noncommercial use with attribution. Commercial use needs separate permission and underlying vendor licenses still apply.
Data partners
Primary access/distribution channel referenced for stock characteristics (and for CTF tables) via WRDS database tables.
CTF/WRDS access prerequisites explicitly list CRSP Monthly Stock File and CRSP Daily Stock File access requirements.
CTF/WRDS access prerequisites explicitly list Compustat North America access requirements; documentation references Compustat datasets for accounting variables.
FAQ
Is Global Factor Data (JKP Factors) free?
Global Factor Data (JKP Factors) is free to use. Visit the vendor site for the latest limits and onboarding details.
Who is Global Factor Data (JKP Factors) best for?
Global Factor Data (JKP Factors) is built for Quants/Developers, Analysts, and Students/Researchers. It suits advanced users.
What platforms and connections does Global Factor Data (JKP Factors) support?
You can use Global Factor Data (JKP Factors) on Web and Other. Integrations include WRDS and GitHub.
Which markets does Global Factor Data (JKP Factors) cover?
Global Factor Data (JKP Factors) covers North America, Europe, APAC, LatAm, Middle East, and Africa. It tracks Stocks.
Suggest an edit
Keep Exploring
Information
About Me
Hey! Thanks for stopping by. I'm an independent investor with a soft spot for coding and the stock market - especially value investing (as you can probably tell from the tools I've collected here, haha). Hopefully you'll find something useful or interesting along the way.
Find me here:
- Twitter / X: @Jera_Value
- Website: Jera Value
Got questions or suggestions? I'm all ears!
Missing a Tool?
Discovered a gem I don't have here yet? Drop the link below and I'll check it out ASAP. Tagging me on X works too! Can't wait to see what you've found!
Starred Tools
These are my top picks. Tools I've tested thoroughly and found to be excellent. They do their job really well, and I use them a lot. If you're not already familiar with them, I highly recommend checking them out.
Tested Tools
These are tools I've tried and found to be solid, but not standout. Think of them as passing an initial quality screen: worth exploring, though not all will be exceptional.
Curation & Accuracy
This directory blends AI‑assisted discovery with human curation. Entries are reviewed, edited, and organized with the goal of expanding coverage and sharpening quality over time. Your feedback helps steer improvements (because no single human can capture everything all at once).
Details change. Pricing, features, and availability may be incomplete or out of date. Treat listings as a starting point and verify on the provider’s site before making decisions. If you spot an error or a gap, send a quick note and I’ll adjust.