Free (non-commercial license)
$0For researching factors noncommercially
- Filtered factor and industry downloads.
- Analysis tables and cumulative charts.
- Open-source construction code.
- CC BY-NC 4.0 noncommercial data license.
VOL. XCIV, NO. 247
By Jera Value · Verified Sep 2026
Global Factor Data publishes equity factor returns and the materials needed to understand their construction. Compare daily or monthly series across countries and regions, examine different weighting methods, and inspect sorted portfolios or industry returns. Analysis pages visualize returns, volatility, and Sharpe ratios. Public downloads are for noncommercial research. Rebuilding the full pipeline requires licensed WRDS inputs, credentials, compute resources, and technical familiarity.
Worth it if you compare international equity factors for noncommercial research.
Skip it if you need live market feeds or commercial reuse rights under the public license.
Global Factor Data (JKP Factors)
Web · How this site is funded
For researching factors noncommercially
Factor returns
Explore 153 published factors across countries and regions.
Weighting comparisons
Compare daily or monthly returns and available weighting methods.
Sorted portfolios
Download low, middle, and high groups and published breakpoints.
Industry series
Inspect GICS and U.S. Fama-French industry returns.
Research charts
Review cumulative returns, volatility, and Sharpe ratios.
Construction code
Study the open-source Python pipeline and reference mappings.
Global Factor Data (JKP Factors) is free to use. Visit the vendor site for the latest limits and onboarding details.
Global Factor Data (JKP Factors) is built for Quants/Developers, Analysts, and Students/Researchers. It suits advanced users.
You can use Global Factor Data (JKP Factors) on Web and Other. Integrations include WRDS and GitHub.
Global Factor Data (JKP Factors) covers North America, Europe, APAC, LatAm, Middle East, and Africa. It tracks Stocks.
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