|
|
Detail
for 49 Industry Portfolios
| Daily
Returns: |
|
July 1, 1926- September 30, 2024 |
| |
|
|
| Monthly Returns: |
|
July 1926- September 2024 |
| |
|
|
| Annual Returns: |
|
1927-2023 |
| |
|
|
| Portfolios: |
|
Download
industry definitions |
| |
|
|
| Construction: |
|
We
assign each NYSE, AMEX, and NASDAQ stock to an industry portfolio at the end of
June of year t based on its four-digit SIC code at that time. (We use Compustat
SIC codes for the fiscal year ending in calendar year t-1. Whenever Compustat
SIC codes are not available, we use CRSP SIC codes for June of year t.) We then
compute returns from July of t to June of t+1. |
|
