factors: Factors - monthly observations from '07/1963' to '02/2024'
In intrinsicFRP: An R Package for Factor Model Asset Pricing
factors R Documentation
Factors - monthly observations from 07/1963 to 02/2024
Description
Monthly observations from 07/1963 to 02/2024 of
the Fama-French 5 factors and the momentum factor.
Usage
factors
Format
factors
A data frame with 624 rows and 7 columns:
- Date
Date in yyyymm format
- ...
Factor observations
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
intrinsicFRP documentation built on May 29, 2024, 8 a.m.
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| factors | R Documentation |
Factors - monthly observations from 07/1963 to 02/2024
Description
Monthly observations from 07/1963 to 02/2024 of
the Fama-French 5 factors and the momentum factor.
Usage
factors
Format
factors
A data frame with 624 rows and 7 columns:
- Date
Date in yyyymm format
- ...
Factor observations
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
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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