Detail for 4 Portfolios Formed on Size and Investment Monthly Returns:   July 1963-March 2015       Annual Returns:   1964-2014       Construction:   The portfolios, which are constructed at the end of each June, are the intersections of 2 portfolios formed on size (market equity, ME) and 2 portfolios formed on investment (Inv). The size breakpoint for year t is the median NYSE market equity at the end of June of year t. Investment is the change in total assets from the fiscal year ending in year t-2 to the fiscal year ending in t-1, divided by t-2 total assets. The Inv breakpoint is the median of Inv for NYSE stocks.       Stocks:   The portfolios for July of year t to June of t+1 include all NYSE, AMEX, and NASDAQ stocks for which we have market equity data for June of t and total assets data for t-2 and t-1.