factors {intrinsicFRP} | R Documentation |
07/1963
to 02/2024
Monthly observations from 07/1963
to 02/2024
of
the Fama-French 5
factors and the momentum factor.
factors
factors
A data frame with 624
rows and 7
columns:
Date in yyyymm format
Factor observations
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html