7/20/2023 0 Comments Forex alpha free downloadFrench 0 : Average Value Weighted Returns - Monthly ( 59 rows x 5 cols ) 1 : Average Equal Weighted Returns - Monthly ( 59 rows x 5 cols ) 2 : Average Value Weighted Returns - Annual ( 5 rows x 5 cols ) 3 : Average Equal Weighted Returns - Annual ( 5 rows x 5 cols ) 4 : Number of Firms in Portfolios (59 rows x 5 cols) 5 : Average Firm Size ( 59 rows x 5 cols ) 6 : Sum of BE / Sum of ME ( 5 rows x 5 cols ) 7 : Value - Weighted Average of BE / ME ( 5 rows x 5 cols ) In : ds. Missing data are indicated by - 99.99 or - 999. The annual returns are from January to December. ![]() ![]() The portfolios are constructed at the end of June. It contains value - and equal - weighted returns for 5 industry portfolios. ![]() DataReader ( '5_Industry_Portfolios', 'famafrench' ) In : print ( ds ) 5 Industry Portfolios - This file was created by CMPT_IND_RETS using the 202105 CRSP database. In : from pandas_datareader.famafrench import get_available_datasets In : import pandas_datareader.data as web In : len ( get_available_datasets ()) Out: 297 In : ds = web.
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