Tool Comparison
FactorsToday vs Global Factor Data (JKP Factors)
- Paid from
- —
- Free plan
- Yes
- Platforms
- Web, API
Best if
- Delayed quotes won't cut it; you need real-time data
- You want an API so you can script or automate things
- You want screeners, stock comparison, and performance attribution.
- Paid from
- —
- Free plan
- Yes
- Platforms
- Web, Other
Best if
Start here
FactorsToday
Free · Web · API
- Delayed quotes won't cut it; you need real-time data
- You want an API so you can script or automate things
- You want screeners, stock comparison, and performance attribution.
Pick Global Factor Data (JKP Factors) instead if
Global Factor Data (JKP Factors)
Free · Web · Other
- Go this way if it's completely free.
Skip both if: Neither one clicks with how you research; there are strong third options.
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Our take
The bottom line
FactorsToday and Global Factor Data (JKP Factors) cover a lot of the same ground (4 shared categories, including quant, data visualizations, and factor exposure), so for the basics you won't go far wrong with either. FactorsToday simply does more: 13 categories to Global Factor Data (JKP Factors)'s 4, including screeners, stock comparison, and performance attribution. Global Factor Data (JKP Factors) counters by being completely free.
What readers say
FactorsToday
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Global Factor Data (JKP Factors)
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Key differences at a glance
- Real-time data
- FactorsToday
- Broader coverage
- FactorsToday13 vs 4 categories
- API access
- FactorsToday
- Asset coverage
- FactorsTodayAdds ETFs and mutual funds
- Free plan
- Both
What FactorsToday does best
- Factor dashboards report intraday and multi-period returns, z-scores, pair relationships, correlations, seasonality, and valuations.
- Stock pages use ElasticNet regression with cross-validation to estimate exposures across four nested models.
- Portfolio analysis accepts holdings, compares exposures with a benchmark, and applies user-defined factor-return scenarios.
- Performance attribution applies rolling ordinary-least-squares regressions to uploaded or pasted returns and exports results to Excel.
- The factor builder searches for stocks matching target exposures and displays simulated historical results.
What Global Factor Data (JKP Factors) does best
- 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.
Side by side
Pricing comparison
See for yourself
Side by side
Price, platforms, data, and market coverage.ShowHide
Side by side
| Attribute | ||
|---|---|---|
| Pricing & plans | ||
Starting price | Free | Free |
Free tier | Yes | Yes |
Free trial | — | — |
Plan limits | Current public access: api: 10 requests/second/IP and Current public access: access policy: No long-term free-access commitment published | Free (non-commercial license): license: CC BY-NC 4.0; commercial use requires separate permission. |
| Platforms & access | ||
Web app | Yes | Yes |
Mobile app | No | No |
API access | Yes | No |
Broker sync | No | — |
Integrations | — | WRDS and GitHub |
| Audience & fit | ||
Experience level | Intermediate, Advanced | Advanced |
Best for | Analysts and Quants/Developers | Quants/Developers, Analysts +1 more |
Categories covered | 13 | 4 |
Regions | — | North America, Europe, APAC, LatAm, Middle East, Africa |
| Data & capabilities | ||
Data quality | 3 signals: Latency: Real-time and End of Day, Granularity: EOD and Minute +1 more | Granularity: EOD |
Data partners | — | 3 partners: WRDS, CRSP +1 more |
Capabilities | 7 signals: Universe builder, Factors: Value, Quality, Momentum, Growth, LowVol, and Size +5 more | — |
| Try it | Visit FactorsToday | Visit Global Factor Data (JKP Factors) |
Standout features
The best features of FactorsToday and Global Factor Data (JKP Factors).ShowHide
Standout features
What FactorsToday does best
- Factor dashboards report intraday and multi-period returns, z-scores, pair relationships, correlations, seasonality, and valuations.
- Stock pages use ElasticNet regression with cross-validation to estimate exposures across four nested models.
- Portfolio analysis accepts holdings, compares exposures with a benchmark, and applies user-defined factor-return scenarios.
- Performance attribution applies rolling ordinary-least-squares regressions to uploaded or pasted returns and exports results to Excel.
- The factor builder searches for stocks matching target exposures and displays simulated historical results.
What Global Factor Data (JKP Factors) does best
- 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.
All details
Every attribute we track for FactorsToday and Global Factor Data (JKP Factors).ShowHide
All details
| Attribute | ||
|---|---|---|
| Coverage & fit | ||
Asset types | StocksETFsMutual FundsClosed-End Funds | Stocks |
Experience | IntermediateAdvanced | Advanced |
Target audience | AnalystsQuants/Developers | Quants/DevelopersAnalystsStudents/Researchers |
Regions | Not specified | North AmericaEuropeAPACLatAmMiddle EastAfrica |
Coverage details | Identifiers: Ticker | Not specified |
| Data | ||
Data freshness | Real-timeEnd of Day | Not specified |
Data granularity | EODMinute | EOD |
Data partners | Not specified | WRDSCRSPCompustat |
| Access & integrations | ||
API protocols | REST | Not specified |
API auth & delivery | Auth: None600 req/minDocs | Not specified |
Import methods | CSVManual | Not specified |
Integrations | Not specified | WRDSGitHub |
Export formats | CSVExcelJSON | Not specified |
| Plans & trust | ||
Capability signals | Universe builderFactors: Value, Quality, Momentum, Growth, LowVol, and SizeFactor exposurePerformance attributionPortfolio attributionPortfolio factor exposureCorrelation | Not specified |
Vendor & support | FactorsToday (operated by Lukasz R. Tomicki)Country: USSupport: Email | Global Factor Data (Jensen, Kelly, Pedersen)Support: Forum and Email |
Green tags are exclusive to that tool in this comparison.
Pricing
Plans, billing, free trials, and monthly prices.ShowHide
Pricing
| Tier | ||
|---|---|---|
| Free plan | Free“Current public access”api: 10 requests/second/IP · access policy: No long-term free-access commitment published | Free“Free (non-commercial license)”license: CC BY-NC 4.0; commercial use requires separate permission. |
Questions we keep getting
What's the difference between FactorsToday and Global Factor Data (JKP Factors)?
FactorsToday leans toward screeners, quant, and data visualizations, while Global Factor Data (JKP Factors) puts more weight on APIs & data feeds, quant, and data visualizations. They overlap in 4 categories, so for most people it comes down to workflow preference and price.
How much do FactorsToday and Global Factor Data (JKP Factors) cost?
Good news: both FactorsToday and Global Factor Data (JKP Factors) have free plans, so you can run them side by side and only pay if you hit a wall.
Does FactorsToday or Global Factor Data (JKP Factors) have an API?
FactorsToday has an API for programmatic access and custom integrations. Global Factor Data (JKP Factors) doesn't, so you're working through its interface.
Should I choose FactorsToday or Global Factor Data (JKP Factors)?
It depends on what you're after. Pick FactorsToday if screeners and stock comparison matter to you; go with Global Factor Data (JKP Factors) if you prefer its overall approach. And if you only need the basics both share, let price decide.
What asset classes do FactorsToday and Global Factor Data (JKP Factors) cover?
Both cover stocks. FactorsToday also handles ETFs, mutual funds, and closed-end funds.
Does FactorsToday or Global Factor Data (JKP Factors) have real-time data?
FactorsToday offers real-time data, which matters if you trade actively. Global Factor Data (JKP Factors) runs on delayed or end-of-day data, which is perfectly fine for longer-term investors who don't live and die by the tick.
Can I export data from FactorsToday and Global Factor Data (JKP Factors)?
FactorsToday exports to CSV and Excel. Global Factor Data (JKP Factors) is stingier about getting data out.
Which has a better stock screener: FactorsToday or Global Factor Data (JKP Factors)?
FactorsToday has a stock screener for surfacing ideas; Global Factor Data (JKP Factors) doesn't, and focuses its energy elsewhere.
Can I track my portfolio with FactorsToday or Global Factor Data (JKP Factors)?
FactorsToday handles portfolio tracking. Global Factor Data (JKP Factors) is really a research tool; you'd track your portfolio elsewhere.
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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.