factorReturns.Intl: 5 RAFI Factor Returns Across International Developed Markets
In rexmacey/factorModel: Factor Model Creation and Evaluation
Description
Usage
Format
Details
Source
Description
RAFI International Factor Returns
Usage
1
Format
A tibble with 381 rows and 15 variables:
- date
date at the end of the month
- DxUVal
Int'l Developed Value factor
- DxULVol
Int'l Developed Low volatility factor
- DxUQual
Int'l Developed Quality factor
- DxUSize
Int'l Developed Size factor
- DxUMom
Int'l Developed Momentum factor
Details
A dataset containing the monthly returns of 5 factors across the international developed markets.
Source
RAFI (Research Affiliates)
rexmacey/factorModel documentation built on Oct. 2, 2019, 1:25 a.m.
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Description Usage Format Details Source
Description
RAFI International Factor Returns
Usage
1 |
Format
A tibble with 381 rows and 15 variables:
- date
date at the end of the month
- DxUVal
Int'l Developed Value factor
- DxULVol
Int'l Developed Low volatility factor
- DxUQual
Int'l Developed Quality factor
- DxUSize
Int'l Developed Size factor
- DxUMom
Int'l Developed Momentum factor
Details
A dataset containing the monthly returns of 5 factors across the international developed markets.
Source
RAFI (Research Affiliates)
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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