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  Historical Data - Fama/French 5 Factors (2x3)

Historical Archive files are based on data cuts released before the latest one. For monthly Fama/French 3 factors and 5 factors files, historical archive data are provided for all available months. Please see Changes in CRSP Data for descriptions of data changes by CRSP.

December 2022 Data  TXT  CSV
November 2022 Data  TXT  CSV
October 2022 Data  TXT  CSV
September 2022 Data  TXT  CSV
August 2022 Data  TXT  CSV
July 2022 Data  TXT  CSV
June 2022 Data  TXT  CSV
May 2022 Data  TXT  CSV
April 2022 Data  TXT  CSV
March 2022 Data  TXT  CSV
February 2022 Data  TXT  CSV
January 2022 Data  TXT  CSV
December 2021 Data  TXT  CSV
November 2021 Data  TXT  CSV
September 2021 Data  TXT  CSV
August 2021 Data  TXT  CSV
July 2021 Data  TXT  CSV
June 2021 Data  TXT  CSV
May 2021 Data  TXT  CSV
March 2021 Data  TXT  CSV
February 2021 Data  TXT  CSV
January 2021 Data  TXT  CSV
November 2020 Data  TXT  CSV
October 2020 Data  TXT  CSV
September 2020 Data  TXT  CSV
August 2020 Data  TXT  CSV
July 2020 Data  TXT  CSV
June 2020 Data  TXT  CSV
May 2020 Data  TXT  CSV
April 2020 Data  TXT  CSV
March 2020 Data  TXT  CSV
February 2020 Data  TXT  CSV
January 2020 Data  TXT  CSV
December 2019 Data  TXT  CSV
November 2019 Data  TXT  CSV
October 2019 Data  TXT  CSV
September 2019 Data  TXT  CSV
August 2019 Data  TXT  CSV
July 2019 Data  TXT  CSV
June 2019 Data  TXT  CSV
May 2019 Data  TXT  CSV
April 2019 Data  TXT  CSV
March 2019 Data  TXT  CSV
February 2019 Data  TXT  CSV
January 2019 Data  TXT  CSV
December 2018 Data  TXT  CSV
November 2018 Data  TXT  CSV
October 2018 Data  TXT  CSV
September 2018 Data  TXT  CSV
August 2018 Data  TXT  CSV
July 2018 Data  TXT  CSV
June 2018 Data  TXT  CSV
May 2018 Data  TXT  CSV
April 2018 Data  TXT  CSV
March 2018 Data  TXT  CSV
February 2018 Data  TXT  CSV
January 2018 Data  TXT  CSV
December 2017 Data  TXT  CSV
November 2017 Data  TXT  CSV
October 2017 Data  TXT  CSV
September 2017 Data  TXT  CSV
August 2017 Data  TXT  CSV
July 2017 Data  TXT  CSV
June 2017 Data  TXT  CSV
May 2017 Data  TXT  CSV
April 2017 Data  TXT  CSV
March 2017 Data  TXT  CSV
February 2017 Data  TXT  CSV
January 2017 Data  TXT  CSV
December 2016 Data  TXT  CSV
November 2016 Data  TXT  CSV
October 2016 Data  TXT  CSV
September 2016 Data  TXT  CSV
August 2016 Data  TXT  CSV
July 2016 Data  CSV
June 2016 Data  TXT  CSV
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April 2016 Data  TXT  CSV
March 2016 Data  TXT  CSV
February 2016 Data  TXT  CSV
January 2016 Data  TXT  CSV
December 2015 Data  TXT  CSV
November 2015 Data  CSV
October 2015 Data  TXT  CSV
September 2015 Data  TXT  CSV
August 2015 Data  TXT  CSV
July 2015 Data  CSV
June 2015 Data  TXT  CSV
May 2015 Data  CSV
April 2015 Data  TXT
March 2015 Data  TXT
February 2015 Data  TXT
January 2015 Data  TXT
December 2014 Data  TXT
November 2014 Data  TXT