| factors {intrinsicFRP} | 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
[Package intrinsicFRP version 2.1.0 Index]