FF_Data_Factors_daily.csv

Date,Mkt-RF,SMB,HML,RF
19260701,0.1,-0.23,-0.28,0.009
19260702,0.45,-0.34,-0.03,0.009
19260706,0.17,0.29,-0.38,0.009
19260707,0.09,-0.59,0,0.009
19260708,0.21,-0.38,0.18,0.009
19260709,-0.71,0.44,0.58,0.009
19260710,0.62,-0.52,-0.13,0.009
19260712,0.04,0.03,0.57,0.009
19260713,0.48,-0.25,-0.25,0.009
19260714,0.04,0.12,-0.51,0.009
19260715,-0.43,0.49,-0.24,0.009
19260716,0.53,0,-0.56,0.009
19260717,0.34,0.46,-0.65,0.009
19260719,-0.01,-0.03,-0.43,0.009
19260720,-0.57,-0.25,0.19,0.009
19260721,-0.6,0.21,0.28,0.009
19260722,-0.73,-0.32,-0.13,0.009
19260723,-0.02,0.09,0.04,0.009
19260724,-0.14,0.44,-0.06,0.009
19260726,0.53,-0.34,-0.29,0.009
19260727,0.43,-0.45,0.26,0.009
19260728,1.09,0.05,-0.29,0.009
19260729,0.36,-0.64,-0.98,0.009
19260730,0.14,-0.46,0.54,0.009
19260731,0.46,-0.14,-0.14,0.009
19260802,0.84,-0.24,0,0.01
19260803,0.47,-0.24,-0.65,0.01
19260804,-0.36,0.13,0.3,0.01
19260805,-0.09,0.02,0.73,0.01
19260806,0.68,0.07,0.17,0.01
19260807,0.46,0.09,-0.26,0.01
19260809,0.21,-0.08,-0.23,0.01
19260810,-1.4,0.36,0.2,0.01
19260811,-0.57,0.18,0.35,0.01
19260812,0.84,-0.78,0.42,0.01
19260813,0.58,-0.88,0.24,0.01
19260814,0.69,0.11,-0.42,0.01
19260816,0.07,0.2,0.71,0.01
19260817,-0.95,0.34,0.19,0.01
19260818,0.26,0.1,0.04,0.01
19260819,-0.6,0.11,0.1,0.01
19260820,-0.2,-0.35,0.42,0.01
19260821,0.32,-0.07,0.51,0.01
19260823,0.49,-0.43,0.54,0.01
19260824,-0.84,0.49,-0.08,0.01
19260825,-0.32,-0.4,0.26,0.01
19260826,0.53,0.07,0.52,0.01
19260827,0.35,0.14,-0.4,0.01
19260828,0.34,0.16,-0.06,0.01
19260830,0.3,0.01,0.4,0.01
19260831,0.58,-0.52,-0.03,0.01
19260901,0.55,0.51,-0.06,0.009
19260902,-0.06,-0.06,0.22,0.009
19260903,0.5,-0.32,0.04,0.009
19260907,0.59,-0.27,-0.22,0.009
19260908,-0.51,-0.07,0.06,0.009
19260909,-0.07,0.15,0.26,0.009
19260910,-0.83,0.07,-0.11,0.009
19260911,-0.44,0.32,0.13,0.009
19260913,-0.03,-0.08,0.49,0.009
19260914,0.9,-0.6,0.1,0.009
19260915,-0.21,0.38,-0.17,0.009
19260916,-0.18,-0.31,0.08,0.009
19260917,-1.01,-0.19,-0.26,0.009
19260918,0.7,-0.29,-0.14,0.009
19260920,-0.64,0.05,0.01,0.009
19260921,0.3,-0.39,0.14,0.009
19260922,-0.13,0,0.01,0.009
19260923,0.26,-0.14,0.06,0.009
19260924,0.62,-0.21,-0.02,0.009
19260925,0.21,0.02,-0.56,0.009
19260927,-0.12,0.12,0.41,0.009
19260928,0,-0.01,-0.34,0.009
19260929,-0.3,0.18,-0.14,0.009
19260930,0.3,-0.2,0.04,0.009
19261001,0.73,-0.25,-0.21,0.013
19261002,-0.1,-0.05,-0.04,0.013
19261004,-1.4,-0.15,-0.04,0.013
19261005,-1.1,0.42,-0.71,0.013
19261006,-0.56,-0.74,-0.23,0.013
19261007,-0.77,0.4,0.24,0.013
19261008,0.59,-0.39,0.63,0.013
19261009,-0.96,0.45,-0.1,0.013
19261011,-0.69,-0.1,-0.14,0.013
19261013,0.69,-0.31,-0.05,0.013
19261014,0.97,-0.47,1.09,0.013
19261015,-1.83,0.12,-0.28,0.013
19261016,-0.73,-0.31,0.42,0.013
19261018,0.7,-0.19,0.42,0.013
19261019,-1.06,0.39,-0.5,0.013
19261020,-0.25,-0.66,-1.17,0.013
19261021,1.53,-0.1,0.54,0.013
19261022,-0.4,0.41,0.24,0.013
19261023,0.54,0.53,0.17,0.013
19261025,-0.1,0.35,-0.02,0.013
19261026,0.32,0.04,0.25,0.013
19261027,1,-0.46,0.2,0.013
19261028,-0.08,0.68,0.22,0.013
19261029,-0.06,0,-0.33,0.013
19261030,-0.25,0.19,0.25,0.013
19261101,0.46,-0.12,-0.43,0.013
19261103,0.2,-0.22,-0.29,0.013
19261104,0.59,-0.14,0.7,0.013
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19261106,0.16,-0.29,0.05,0.013
19261108,0.52,-0.07,0.08,0.013
19261109,0.13,0.29,-0.54,0.013
19261110,-0.6,0.14,0.09,0.013
19261111,0.67,0.01,0.08,0.013
19261112,0.24,0.05,-0.41,0.013
19261113,-0.24,0.1,-0.16,0.013
19261115,0.37,0.26,-0.22,0.013
19261116,0.15,-0.29,-0.07,0.013
19261117,-0.35,-0.33,0.45,0.013
19261118,-0.48,0.13,0.26,0.013
19261119,-0.64,0.6,0.02,0.013
19261120,0.4,-0.01,0.15,0.013
19261122,0.57,0.16,-0.22,0.013
19261123,0.33,0.03,0.18,0.013
19261124,0.08,-0.22,0.23,0.013
19261126,0.2,0.01,0.01,0.013
19261127,-0.15,-0.06,-0.26,0.013
19261129,-0.37,-0.13,0.06,0.013
19261130,0.26,0.02,-0.48,0.013
19261201,0.36,0.05,-0.34,0.011
19261202,0.51,-0.02,0.09,0.011
19261203,0.32,0.05,-0.04,0.011
19261204,-0.17,0.19,0.11,0.011
19261206,0.04,0.3,-0.34,0.011
19261207,-0.04,0.34,-0.5,0.011
19261208,-0.08,0.21,0.25,0.011
19261209,0.45,-0.13,0.44,0.011
19261210,0.35,-0.16,0.49,0.011
19261211,0.09,-0.1,-0.5,0.011
19261213,0.42,0.62,0.03,0.011
19261214,0.1,-0.09,0.15,0.011
19261215,0.17,-0.2,0.18,0.011
19261216,-0.63,-0.21,0.07,0.011
19261217,0.91,-0.75,0.71,0.011
19261218,0.42,-0.21,0.2,0.011
19261220,-0.31,0.08,-0.13,0.011
19261221,-0.03,-0.39,-0.19,0.011
19261222,0.02,-0.19,-0.53,0.011
19261223,0.28,0,-0.46,0.011
19261224,0.31,0.21,0.26,0.011
19261227,-0.22,-0.17,-0.37,0.011
19261228,-1.07,-0.06,-0.17,0.011
19261229,0.44,-0.18,-0.03,0.011
19261230,-0.35,0.45,0.11,0.011
19261231,0.33,0.31,0.66,0.011
19270103,-0.79,0.18,0.08,0.01
19270104,0.31,0.17,-0.67,0.01
19270105,0.14,0.43,-0.31,0.01
19270106,-0.17,-0.02,0.12,0.01
19270107,0.3,-0.24,0.42,0.01
19270108,0.39,-0.16,0.25,0.01
19270110,0.14,0.07,0.1,0.01
19270111,-0.28,-0.36,0.84,0.01
19270112,0.07,-0.02,-0.04,0.01
19270113,-0.04,0.16,-0.24,0.01
19270114,0.05,-0.83,0.89,0.01
19270115,0.13,0.1,0.85,0.01
19270117,-0.04,-0.15,0.73,0.01
19270118,-0.06,-0.25,0.03,0.01
19270119,0.61,-0.02,-0.74,0.01
19270120,-0.17,-0.25,0.13,0.01
19270121,-0.01,0.58,1.24,0.01
19270122,-0.36,0.24,0.36,0.01
19270124,-0.48,0.43,1.47,0.01
19270125,-1.07,-0.48,-1.28,0.01
19270126,0.19,0.11,0.48,0.01
19270127,-0.35,0,-0.41,0.01
19270128,0.16,0.15,0.77,0.01
19270129,0.73,-0.38,-0.33,0.01
19270131,0.61,0.1,-0.02,0.01
19270201,-0.01,0.56,1.08,0.012
19270202,0.7,-0.23,0.12,0.012
19270203,0.17,0.18,-0.07,0.012
19270204,0.37,0.13,1.34,0.012
19270205,-0.18,0.34,0.46,0.012
19270207,-0.13,0.62,0.52,0.012
19270208,0.1,0.21,1,0.012
19270209,0.04,-0.91,-0.54,0.012
19270210,0.08,0.33,-0.7,0.012
19270211,0.31,-0.53,-0.52,0.012
19270214,0.49,-0.09,-0.36,0.012
19270215,0.1,-0.27,-0.15,0.012
19270216,-0.02,-0.01,1.56,0.012
19270217,0.24,0.06,0.88,0.012
19270218,0.32,-0.74,-0.11,0.012
19270219,0.01,0.39,-0.47,0.012
19270221,-0.17,0.18,-0.89,0.012
19270223,0.72,-0.31,-0.14,0.012
19270224,0.14,0.33,0.1,0.012
19270225,0.21,0.23,-0.37,0.012
19270226,0.07,-0.23,-0.03,0.012
19270228,0.55,-0.44,0.25,0.012
19270301,-0.4,-0.02,-0.54,0.011
19270302,-1.14,-0.13,-0.33,0.011
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19270304,-0.45,0.19,-0.15,0.011
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19270310,0.46,0.1,0.46,0.011
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,,,,
Copyright 2022 Kenneth R. French,,,,