Factor_Industry_Returns dataset

Industry-Factor Returns Data Set

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Maintainer: Johann Pfitzinger
License: GPL-3
Last published: 2025-04-29

About the dataset

Number of rows: 7080
Number of columns: 9
Class: tbl_df, tbl, data.frame

Column names and types

Date:numeric
Industry:character
Return:numeric
Mkt-RF:numeric
SMB:numeric
HML:numeric
RMW:numeric
CMA:numeric
RF:numeric