factors dataset

Factors - monthly observations from `07/1963` to `02/2024`

intrinsicFRP package Read PDF manual

Maintainer: Alberto Quaini
License: GPL (>= 3)
Last published: 2024-04-15

About the dataset

Number of rows: 728
Number of columns: 7
Class: matrix, array

Column names and types

Date:numeric
Mkt.RF:numeric
SMB:numeric
HML:numeric
RMW:numeric
CMA:numeric
Mom:numeric