Fama-French Monthly Market Benchmark Return (I:FFMMR)
Level Chart
Basic Info
|
Fama-French Monthly Market Benchmark Return is at a current level of 2.83, down from 5.06 last month and up from 2.51 one year ago. This is a change of -44.07% from last month and 12.75% from one year ago. |
|
The Fama-French model is a pricing model that was developed in the 1990s to account for additional factors when pricing assets. It considers both size risk and value risk factors, as value and small-cap stocks have historically tended to outperform markets. By including these two additional factors, the Fama-French model is thought to be a more robust method to price assets. Market risk is one of the three factors and is calculated by taking the portfolio's return less the risk free rate of return. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | 2.83 |
| Latest Period | Mar 2024 |
| Last Updated | May 10 2024, 15:27 EDT |
| Next Release | May 15 2024, 10:00 EDT (E) |
| Average Growth Rate | -1.40K% |
| Value from Last Month | 5.06 |
| Change from Last Month | -44.07% |
| Value from 1 Year Ago | 2.51 |
| Change from 1 Year Ago | 12.75% |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File | Upgrade |
Historical Data
| Date | Value |
|---|---|
| March 31, 2024 | 2.83 |
| February 29, 2024 | 5.06 |
| January 31, 2024 | 0.71 |
| December 31, 2023 | 4.87 |
| November 30, 2023 | 8.84 |
| October 31, 2023 | -3.19 |
| September 30, 2023 | -5.24 |
| August 31, 2023 | -2.39 |
| July 31, 2023 | 3.21 |
| June 30, 2023 | 6.46 |
| May 31, 2023 | 0.35 |
| April 30, 2023 | 0.61 |
| March 31, 2023 | 2.51 |
| February 28, 2023 | -2.58 |
| January 31, 2023 | 6.65 |
| December 31, 2022 | -6.41 |
| November 30, 2022 | 4.60 |
| October 31, 2022 | 7.83 |
| September 30, 2022 | -9.35 |
| August 31, 2022 | -3.77 |
| July 31, 2022 | 9.57 |
| June 30, 2022 | -8.43 |
| May 31, 2022 | -0.34 |
| April 30, 2022 | -9.46 |
| March 31, 2022 | 3.05 |
| Date | Value |
|---|---|
| February 28, 2022 | -2.29 |
| January 31, 2022 | -6.25 |
| December 31, 2021 | 3.10 |
| November 30, 2021 | -1.55 |
| October 31, 2021 | 6.65 |
| September 30, 2021 | -4.37 |
| August 31, 2021 | 2.91 |
| July 31, 2021 | 1.27 |
| June 30, 2021 | 2.75 |
| May 31, 2021 | 0.29 |
| April 30, 2021 | 4.93 |
| March 31, 2021 | 3.08 |
| February 28, 2021 | 2.78 |
| January 31, 2021 | -0.03 |
| December 31, 2020 | 4.63 |
| November 30, 2020 | 12.47 |
| October 31, 2020 | -2.10 |
| September 30, 2020 | -3.63 |
| August 31, 2020 | 7.63 |
| July 31, 2020 | 5.77 |
| June 30, 2020 | 2.46 |
| May 31, 2020 | 5.58 |
| April 30, 2020 | 13.65 |
| March 31, 2020 | -13.39 |
| February 29, 2020 | -8.13 |
Basic Info
|
Fama-French Monthly Market Benchmark Return is at a current level of 2.83, down from 5.06 last month and up from 2.51 one year ago. This is a change of -44.07% from last month and 12.75% from one year ago. |
|
The Fama-French model is a pricing model that was developed in the 1990s to account for additional factors when pricing assets. It considers both size risk and value risk factors, as value and small-cap stocks have historically tended to outperform markets. By including these two additional factors, the Fama-French model is thought to be a more robust method to price assets. Market risk is one of the three factors and is calculated by taking the portfolio's return less the risk free rate of return. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | 2.83 |
| Latest Period | Mar 2024 |
| Last Updated | May 10 2024, 15:27 EDT |
| Next Release | May 15 2024, 10:00 EDT (E) |
| Average Growth Rate | -1.40K% |
| Value from Last Month | 5.06 |
| Change from Last Month | -44.07% |
| Value from 1 Year Ago | 2.51 |
| Change from 1 Year Ago | 12.75% |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File | Upgrade |