Source: Kenneth R. French Data Library, Fama/French 3 Research Factors, daily.
Vintage used: November 2024.
Local filename used in the manuscript analysis: F-F_Research_Data_Factors_daily_202411.csv
SHA-256: 8a42ddaa2bfd9fcb71a6b4daac8c3aebd98ebcb681cfd683ce74c193340e91d9
Analysis interval: 1927-01-03 through 2023-12-29.
Observations: 25,499 trading days.
Raw source data are not redistributed in this archive.
