FFplusMOM: Data of Fama-French beta of 811 listed companies of SSEC
In iClick: A Button-Based GUI for Financial and Economic Data Analysis
Description
Usage
Format
Details
Source
Examples
Description
Average data of 811 listed companies of SSEC, 2001/1/03~2012
Usage
1
data("FFplusMOM")
Format
A data frame with 811 observations on the following 4 variables.
companycompany code
RETcompany-specific average returns
MK_BETACAPM factor beta
HML_BETAHigh-Minus-Low factor beta
SMB_BETASmall-Minus-Big factor beta
MOM_BETAMomemtum factor beta
Details
Daily stock returns of 24 world national markets.
Source
Yahoo finance.
Examples
1
iClick documentation built on May 1, 2019, 9:21 p.m.
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Description Usage Format Details Source Examples
Description
Average data of 811 listed companies of SSEC, 2001/1/03~2012
Usage
1 | data("FFplusMOM")
|
Format
A data frame with 811 observations on the following 4 variables.
companycompany code
RETcompany-specific average returns
MK_BETACAPM factor beta
HML_BETAHigh-Minus-Low factor beta
SMB_BETASmall-Minus-Big factor beta
MOM_BETAMomemtum factor beta
Details
Daily stock returns of 24 world national markets.
Source
Yahoo finance.
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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