Rm-Rf Rsmb Rhml Rf Rmsft

199001 -7.58 -1.34 0.8 0.57 6.322 1.490511 2.38404

199002 0.93 0.95 0.51 0.57 6.757 -1.24287 -0.399593
199003 1.77 1.37 -2.81 0.64 12.152
199004 -3.51 -0.34 -2.51 0.69 4.74 Data Source: Prof. Ken French, D
199005 8.21 -2.79 -3.8 0.68 25.862 http://mba.tuck.dartmouth.edu/pa
199006 -1.06 1.28 -2.13 0.63 4.11
199007 -1.62 -3.12 0.02 0.68 -12.5
199008 -9.84 -3.51 1.57 0.66 -7.519
199009 -5.99 -3.54 0.7 0.6 2.439
199010 -1.92 -5.65 0.23 0.68 1.19
199011 6.03 0.18 -3 0.57 13.333
199012 2.35 0.67 -1.59 0.6 4.152
199101 4.39 3.63 -1.66 0.52 30.399
199102 7.09 3.94 -0.65 0.48 5.732
199103 2.44 3.94 -1.23 0.44 2.289
199104 -0.19 0.53 1.51 0.53 -6.714
199105 3.59 -0.52 -0.52 0.47 10.859
199106 -4.84 0.08 1.15 0.42 -6.891
199107 4.19 -0.95 -1.31 0.49 7.89
199108 2.23 1.59 -0.79 0.46 15.986
199109 -1.57 1.63 -1.17 0.46 4.399
199110 1.35 0.9 -0.46 0.42 5.478
199111 -4.12 -0.54 -1.91 0.39 3.595
199112 10.32 -2.27 -4.03 0.38 14.396
199201 -0.5 8.49 4.76 0.34 8.09
199202 1.05 0.86 6.45 0.28 2.703
199203 -2.71 -1 3.52 0.34 -4.049
199204 1.06 -6.09 4.27 0.32 -6.962
199205 0.37 0.42 1.03 0.28 9.751
199206 -2.24 -3.1 3.25 0.32 -13.223
199207 3.68 -0.39 -0.57 0.31 3.929
199208 -2.34 -0.07 -1.03 0.26 2.405
199209 0.98 0.59 -0.16 0.26 8.054
199210 0.86 2.13 -2.06 0.23 10.248
199211 3.79 3.55 -1.63 0.23 4.93
199212 1.48 1.62 2.5 0.28 -8.322
199301 1.01 2.06 5.76 0.23 1.318
199302 0.33 -3.37 6.53 0.22 -3.613
199303 2.25 0.34 1.26 0.25 10.945
199304 -2.79 -0.61 2.66 0.24 -7.568
199305 2.72 2.05 -3.42 0.22 8.333
199306 0.26 -0.33 2.62 0.25 -4.993
199307 -0.32 1.06 2.92 0.24 -15.909
199308 3.68 0.06 0.06 0.25 1.52
199309 -0.19 3.14 -0.22 0.26 9.817
199310 1.59 1.71 -2.36 0.22 -2.879
199311 -1.98 -1.32 -0.79 0.25 -0.156
199312 1.71 1.31 0.32 0.23 0.781
199401 2.89 0.27 1.58 0.25 5.581
199402 -2.62 2.66 -1.25 0.21 -3.084
199403 -4.84 -1.01 1.51 0.27 2.727
199404 0.72 -0.84 1.49 0.27 9.145
199405 0.63 -2 0.24 0.32 16.216
199406 -3.05 -0.46 1.81 0.31 -3.953
199407 2.76 -1.82 0.97 0.28 -0.242
199408 3.91 1.24 -2.92 0.37 12.864
199409 -2.24 2.61 -1.6 0.37 -3.441
199410 1.11 -2.31 -1.79 0.38 12.249
199411 -4.08 -0.25 0.09 0.37 -0.198
199412 0.83 0.12 -0.13 0.44 -2.783
199501 1.64 -3.32 2.55 0.42 -2.863
199502 3.57 -0.25 0.18 0.4 6.105
199503 2.24 -0.28 -2.27 0.46 12.897
199504 2.05 -0.41 1.73 0.44 14.938
199505 2.87 -2.24 1.83 0.54 3.593
199506 2.61 2.97 -2.79 0.47 6.716
199507 3.62 2.22 -2.21 0.45 0.138
199508 0.47 1.68 1.97 0.47 2.21
199509 3.21 -2.17 -0.68 0.43 -2.162
199510 -1.58 -4.04 0.19 0.47 10.497
199511 3.87 -0.8 0.24 0.42 -12.875
199512 1.05 0.48 1.16 0.49 0.717
199601 2.38 -2.49 0.51 0.43 5.413
199602 1.22 2.13 -2.33 0.39 6.689
199603 0.73 1.39 0.95 0.39 4.497
199604 2.05 4.99 -4.19 0.46 9.818
199605 2.25 3.23 -1.37 0.42 4.857
199606 -1.17 -3.92 2.49 0.4 1.158
199607 -5.78 -3.57 4.44 0.45 -1.873
199608 2.81 2.28 -0.51 0.41 3.924
199609 4.86 -0.83 -3.61 0.44 7.653
199610 0.97 -3.98 4.59 0.42 4.076
199611 6.16 -3.5 0.12 0.41 14.299
199612 -1.59 3.17 1.06 0.46 5.339
199701 4.85 -1.49 -2.46 0.45 23.449
199702 -0.48 -2.6 4.8 0.39 -4.412
199703 -4.87 -0.28 3.84 0.43 -5.962
199704 3.82 -5.12 -1.12 0.43 32.515
199705 6.64 4.6 -4.15 0.49 2.058
199706 4.05 1.45 0.83 0.37 1.915
199707 7.2 -2.36 -0.55 0.43 11.968
199708 -4.05 7.49 0.96 0.41 -6.581
199709 5.36 2.62 -0.35 0.44 0.095
199710 -3.83 -0.81 2.25 0.42 -1.748
199711 2.72 -5.09 1.21 0.39 8.846
199712 1.32 -2.28 3.7 0.48 -8.657
199801 0.01 -1.08 -1.63 0.43 15.426
199802 6.89 0.34 -1.09 0.39 13.615
199803 4.75 -1.35 1.88 0.39 5.605
199804 0.66 0.46 0.28 0.43 0.698
199805 -2.94 -3.48 4.02 0.4 -5.895
199806 2.86 -3.32 -1.63 0.41 27.782
199807 -2.71 -4.68 -1.45 0.4 1.442
199808 -16.12 -5.66 5.37 0.43 -12.735
199809 5.95 -0.42 -3.49 0.46 14.723
199810 7.12 -3.06 -3.02 0.32 -3.805
199811 5.87 1.22 -3.57 0.31 15.23
199812 5.95 -0.3 -4.82 0.38 13.678
199901 3.48 1.07 -6.08 0.35 26.183
199902 -4.14 -5.62 1.83 0.35 -14.214
199903 3.37 -3.79 -2.91 0.43 19.4
199904 4.51 3.02 2.7 0.37 -9.275
199905 -2.42 3.53 3 0.34 -0.769
199906 4.69 3.44 -4.29 0.4 11.774
199907 -3.44 2.12 0.77 0.38 -4.851
199908 -1.4 -1.24 -1.25 0.39 7.866
199909 -2.68 3.18 -3.05 0.39 -2.161
199910 5.83 -6.78 -3.35 0.39 2.208
199911 3.24 7.56 -7.93 0.36 -1.637
199912 7.85 6.62 -8.87 0.44 28.231
200001 -4.45 4.65 -0.68 0.41 -16.167
200002 2.44 21.38 -12.05 0.43 -8.685
200003 5.17 -16.26 7.48 0.47 18.881
200004 -6.33 -7.32 8.75 0.46 -34.353
200005 -4.3 -5.78 5.43 0.5 -10.305
200006 4.68 13.04 -8.91 0.4 27.872
200007 -2.23 -2.79 8.66 0.48 -12.734
200008 7.1 -0.47 -2.08 0.5 0
200009 -5.64 -2.05 7.37 0.51 -13.608
200010 -2.92 -3.82 5.19 0.56 14.197
200011 -10.64 -3.48 13.18 0.51 -16.697
200012 1.45 1.45 6.29 0.5 -24.401
200101 3.3 6.98 -5.78 0.54 40.778
200102 -10.17 -1.23 13.67 0.39 -3.378
200103 -7.33 0.54 6.22 0.44 -7.309
200104 7.94 0.22 -4.46 0.39 23.886
200105 0.77 2.94 2.8 0.32 2.111
200106 -2.01 6.78 -2.71 0.28 5.522
200107 -2.08 -4.05 5.27 0.3 -9.329
200108 -6.21 1.94 3.76 0.31 -13.809
200109 -9.35 -6.54 1.81 0.28 -10.307
200110 2.5 6.91 -7.05 0.22 13.641
200111 7.65 0.5 0.59 0.17 10.421
200112 1.61 4.77 0.92 0.15 3.177
200201 -1.76 1.11 3.56 0.14 -3.834
200202 -2.26 -1.59 3.8 0.13 -8.429
200203 4.27 4.36 1.03 0.13 3.377
200204 -5.06 5.99 4.13 0.15 -13.348
200205 -1.21 -3.48 2.21 0.14 -2.583
200206 -7.14 3.34 1.95 0.13 7.445
200207 -8.26 -4.99 -3.52 0.15 -12.285
200208 0.64 -2.4 2.56 0.14 2.293
200209 -10.1 2.59 1.38 0.14 -10.88
200210 7.3 -2.96 -6.5 0.14 22.245
200211 5.96 3.34 -1.99 0.12 7.874
200212 -5.42 -0.65 4.13 0.11 -10.368
 0.983206 3.06813

rce: Prof. Ken French, Dartmouth College

a.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html