FF25 {REN} | R Documentation |
FF25 Dataset
Description
A dataset containing financial data for portfolio analysis with 25 portfolios formed on size and book-to-market ratios.
Usage
FF25
Format
A data frame with 25,670 rows and 27 variables:
- X
Date in the format YYYYMMDD (int)
- X.1
Another column (check what this is; update description as needed)
- SMALL.LoBM
Portfolio returns for small firms with low book-to-market ratios (numeric)
- ME1.BM2
Portfolio returns for medium-sized firms with book-to-market group 2 (numeric)
- ME1.BM3
Portfolio returns for medium-sized firms with book-to-market group 3 (numeric)
- ME1.BM4
Portfolio returns for medium-sized firms with book-to-market group 4 (numeric)
- SMALL.HiBM
Portfolio returns for small firms with high book-to-market ratios (numeric)
- ME2.BM1
Portfolio returns for medium-sized firms with book-to-market group 1 (numeric)
- ME2.BM2
Portfolio returns for medium-sized firms with book-to-market group 2 (numeric)
- ME2.BM3
Portfolio returns for medium-sized firms with book-to-market group 3 (numeric)
- ME2.BM4
Portfolio returns for medium-sized firms with book-to-market group 4 (numeric)
- ME2.BM5
Portfolio returns for medium-sized firms with book-to-market group 5 (numeric)
- ME3.BM1
Portfolio returns for large firms with book-to-market group 1 (numeric)
- ME3.BM2
Portfolio returns for large firms with book-to-market group 2 (numeric)
- ME3.BM3
Portfolio returns for large firms with book-to-market group 3 (numeric)
- ME3.BM4
Portfolio returns for large firms with book-to-market group 4 (numeric)
- ME3.BM5
Portfolio returns for large firms with book-to-market group 5 (numeric)
- ME4.BM1
Portfolio returns for firms in the fourth size and first book-to-market group (numeric)
- ME4.BM2
Portfolio returns for firms in the fourth size and second book-to-market group (numeric)
- ME4.BM3
Portfolio returns for firms in the fourth size and third book-to-market group (numeric)
- ME4.BM4
Portfolio returns for firms in the fourth size and fourth book-to-market group (numeric)
- ME4.BM5
Portfolio returns for firms in the fourth size and fifth book-to-market group (numeric)
- BIG.LoBM
Portfolio returns for large firms with low book-to-market ratios (numeric)
- ME5.BM2
Portfolio returns for large firms with book-to-market group 2 (numeric)
- ME5.BM3
Portfolio returns for large firms with book-to-market group 3 (numeric)
- ME5.BM4
Portfolio returns for large firms with book-to-market group 4 (numeric)
- BIG.HiBM
Portfolio returns for large firms with high book-to-market ratios (numeric)
Source
<Provide any relevant source here, e.g., URL or description of data origin>
Examples
data(FF25)
head(FF25)