Returns on selected stocks
Daily returns on selected stocks, the Market portfolio and factors of Fama and French from 1993-01-05 to 2009-01-30 for CAPM and APT analysis
A data frame containing 24 time series. Dates are reported as rownames(). In the following description, company symboles are used.
Returns of WEIS MARKETS INC
Returns of UNISYS CP NEW
Returns of ORBITAL SCIENCES CP
Returns of Mattel, Inc.
Returns of ABAXIS, Inc.
Returns of AT&T INC.
Returns of EMERSON ELEC CO
Returns of Communications Systems Inc.
Returns of Audiovox Corp.
Returns of ZOOM Technologies Inc.
Returns of TIDEWATER INC
Returns of Rogers Corporation
Returns of Graco Inc.
Returns of Panasonic Corporation
Returns of Genesco Inc.
Returns of ENNIS, INC
Returns of FORD MOTOR CO
Returns of FANNIE MAE
Returns of NATIONWIDE HLTH PROP
Returns of ALCOA INC
Risk-free rate of Fama-French
Return of the market portfolio of Fama-French
Factor High-Minus-Low of Fama-French
Factor Small-Minus-Big of Fama-French