data dataset

Fama-French Data: 25 size-B/M portfolio and risk factors, obtained from French's library

GRS.test packageRead PDF manual
  • Maintainer: Jae H. Kim
  • License: GPL-2
  • Last published: 2022-07-01

About the dataset

  • Number of rows: 630
  • Number of columns: 32
  • Class: data.frame

Column names and types (First 10)

  • date:integer
  • RM_RF:numeric
  • SMB:numeric
  • HML:numeric
  • RMW:numeric
  • CMA:numeric
  • MOM:numeric
  • P11:numeric
  • P12:numeric
  • P13:numeric