ff dataset

Fama-French Five Factors

CPAT package Read PDF manual

Maintainer: Curtis Miller
License: MIT + file LICENSE
Last published: 2018-12-25

About the dataset

Number of rows: 13679
Number of columns: 6
Class: data.frame

Column names and types

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