| Factor_Industry_Returns {tidyfit} | 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
[Package tidyfit version 0.7.1 Index]