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  Historical Data - Fama/French 3 Factors

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
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January 2022 Data  TXT  CSV
December 2021 Data  TXT  CSV
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August 2021 Data  TXT  CSV
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April 2021 Data  CSV
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February 2021 Data  TXT  CSV
January 2021 Data  TXT  CSV
November 2020 Data  TXT  CSV
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January 2020 Data  TXT  CSV
December 2019 Data  TXT  CSV
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February 2019 Data  TXT  CSV
January 2019 Data  TXT  CSV
December 2018 Data  TXT  CSV
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January 2018 Data  TXT  CSV
December 2017 Data  TXT  CSV
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December 2016 Data  TXT  CSV
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December 2015 Data  TXT  CSV
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April 2015 Data  TXT
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December 2014 Data  TXT
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December 2013 Data  TXT
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January 2013 Data  TXT
December 2012 Data  TXT
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December 2011 Data  TXT
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December 2010 Data  TXT
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December 2009 Data  TXT
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December 2007 Data  TXT
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December 2006 Data  TXT
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November 2005 Data  TXT
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December 2004 Data  TXT