Factor_Industry_Returns: Industry-Factor Returns Data Set
In tidyfit: Regularized Linear Modeling with Tidy Data
Factor_Industry_Returns R Documentation
Industry-Factor Returns Data Set
Description
The data set includes monthly returns between 1963 and 2022 for 10 industries, as well as factor values for 5 Fama-French factors.
References
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
tidyfit documentation built on April 4, 2025, 4:38 a.m.
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| Factor_Industry_Returns | R Documentation |
Industry-Factor Returns Data Set
Description
The data set includes monthly returns between 1963 and 2022 for 10 industries, as well as factor values for 5 Fama-French factors.
References
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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