returns {intrinsicFRP}

Test Asset Excess Returns - monthly observations from 07/1963 to 02/2024

Description

Monthly excess returns on the 25 Size/Book-to-Market double sorted portfolios and the 17 industry portfolios from 07/1963 to 02/2024.

Usage

returns

Format

returns

A data frame with 624 rows and 43 columns:

Date

Date in yyyymm format

...

Asset excess returns

Source

https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html