Fama-French Factors and Portfolio Returns

Creators:
Kenneth R. French
Publication Date:
January 2025
Data Category:
Dataset Description:
The Kenneth French Data Library provides free access to a wide range of financial data including the Fama-French three-, five-, and six-factor models, momentum factors, industry portfolios, and various portfolio sorts by size, value, and other characteristics. Data is available at daily, monthly, and annual frequency.
Variables:
Details:

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