Dataframe: P04:fama_french_factors -#
Daily Fama-French three-factor data in decimal form. Includes Mkt-RF, SMB, HML, and RF. Primarily used for documentation and cross-checking the risk-free series.
DataFrame Glimpse#
Rows: 7550
Columns: 5
$ date <datetime[ns]> 2025-12-31 00:00:00
$ mkt_rf <f64> -0.0076
$ smb <f64> 0.0007000000000000001
$ hml <f64> -0.0009
$ rf_1m <f64> 0.0002
Dataframe Manifest#
Dataframe Name |
|
|---|---|
Dataframe ID |
|
Data Sources |
Fama-French Data Library |
Data Providers |
Kenneth French |
Links to Providers |
|
Topic Tags |
|
Type of Data Access |
|
How is data pulled? |
Downloaded using pandas_datareader in pull_fred.py. |
Data available up to (min) |
2025-12-31 00:00:00 |
Data available up to (max) |
2025-12-31 00:00:00 |
Dataframe Path |
/Users/jielin/Desktop/full_stack/p04_golez_jackwerth_2024/_data/fama_french_factors.parquet |
Linked Charts:
None
Pipeline Manifest#
Pipeline Name |
Holding Period Effects in Dividend Strip Returns |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Jie Lin and Zimeng Yi |
Contributors |
Jie Lin, Zimeng Yi |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-16 00:21:10 |
OS Compatibility |
|
Linked Dataframes |
P04:crsp_sp500_daily |