Curriculum Vitae
Working Papers
Data Library
  U.S. Research Returns
  U.S. Research Breakpoints
  U.S. Book Equity Data
  International Research Returns
Consulting Relationship
Fama / French Forum
Contact Information
  Historical Data - Fama/French 5 Factors (2x3)

Historical archive files are based on data cuts released before the latest one. Data are provided annually for each July data cut. The July cut has data through July and was released in August of that year. Please see Changes in CRSP Data for descriptions of data changes by CRSP.

July 2023 Data  TXT  CSV
July 2022 Data  TXT  CSV
July 2021 Data  TXT  CSV
July 2020 Data  TXT  CSV
July 2019 Data  TXT  CSV
July 2018 Data  TXT  CSV
July 2017 Data  TXT  CSV
July 2016 Data  CSV
July 2015 Data  CSV