Chart: Fama-French Factors#
Cumulative returns of Fama-French factors (Mkt-RF, SMB, HML) over time
Chart#
Sources: Kenneth French Data Library
Interactive time series chart showing cumulative growth of $1 invested in each Fama-French factor (Market-RF, SMB, HML) from 1926 to present. Uses logarithmic scale.
Chart Specs#
Chart Name |
Fama-French Factors |
|---|---|
Chart ID |
ff_factors |
Topic Tags |
Fama-French, Factors, Cumulative Returns |
Data Series Start Date |
1926-07-01 |
Data Frequency |
Monthly |
Observation Period |
Month-end |
Lag in Data Release |
One month |
Data Release Timing |
|
Seasonal Adjustment |
None |
Units |
Cumulative Return |
Data Series |
m, k, t, r, f, , , s, m, b, , , h, m, l |
HTML Chart |
Dataframe Manifest#
Dataframe Name |
Fama-French Research Factors |
|---|---|
Dataframe ID |
|
Data Sources |
Kenneth French Data Library |
Data Providers |
Kenneth French |
Links to Providers |
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html |
Topic Tags |
Fama-French, Market Returns, Factors |
Type of Data Access |
P,u,b,l,i,c |
How is data pulled? |
pandas_datareader / direct HTTP download |
Data available up to (min) |
|
Data available up to (max) |
|
Dataframe Path |
C:\Users\Zara\Documents\GitHub\FINM-Winter\full-stack-quant\p01_kelly_pruitt_2013_data\Market_Returns.parquet |
Download Data as Parquet |
|
Download Data as Excel |
|
Linked Charts |
Pipeline Manifest#
Pipeline Name |
Market Expectations in the Cross-Section of Present Values |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Zara and Dylan |
Contributors |
Zara, Dylan |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-05 23:55:41 |
OS Compatibility |
|
Linked Dataframes |
P01:crsp_monthly_stock |