Fama-French Monthly 5 Factor CMA Benchmark Return (I:FFM5FCMA)
Basic Info
|
Fama-French Monthly 5 Factor CMA Benchmark Return is at a current level of -1.10, up from -2.17 last month and down from 1.30 one year ago. This is a change of N/A from last month. |
|
The Fama-French 5-Factor model was developed in 2015 and builds upon the 3-Factor model by including two additional factors, profitability and investment. Conservative minus Aggressive (CMA) is the difference in returns of firms that invest conservatively and that firms that invest aggressively. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | -1.10 |
| Latest Period | Dec 2024 |
| Last Updated | Feb 15 2025, 10:04 EST |
| Next Release | May 15 2025, 10:00 EDT (E) |
| Average Growth Rate | -1.80K% |
| Value from Last Month | -2.17 |
| Change from Last Month | N/A |
| Value from 1 Year Ago | 1.30 |
| Change from 1 Year Ago | N/A |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File | Upgrade |
Historical Data
| Date | Value |
|---|---|
| December 31, 2024 | -1.10 |
| November 30, 2024 | -2.17 |
| October 31, 2024 | 1.03 |
| September 30, 2024 | -0.26 |
| August 31, 2024 | 0.86 |
| July 31, 2024 | 0.43 |
| June 30, 2024 | -1.78 |
| May 31, 2024 | -3.07 |
| April 30, 2024 | -0.30 |
| March 31, 2024 | 1.19 |
| February 29, 2024 | -2.16 |
| January 31, 2024 | -1.02 |
| December 31, 2023 | 1.30 |
| November 30, 2023 | -0.99 |
| October 31, 2023 | -0.67 |
| September 30, 2023 | -0.84 |
| August 31, 2023 | -2.37 |
| July 31, 2023 | 0.62 |
| June 30, 2023 | -1.62 |
| May 31, 2023 | -7.20 |
| April 30, 2023 | 2.85 |
| March 31, 2023 | -2.39 |
| February 28, 2023 | -1.32 |
| January 31, 2023 | -4.44 |
| December 31, 2022 | 4.21 |
| Date | Value |
|---|---|
| November 30, 2022 | 3.20 |
| October 31, 2022 | 6.62 |
| September 30, 2022 | -0.79 |
| August 31, 2022 | 1.33 |
| July 31, 2022 | -6.82 |
| June 30, 2022 | -4.64 |
| May 31, 2022 | 3.97 |
| April 30, 2022 | 5.89 |
| March 31, 2022 | 3.14 |
| February 28, 2022 | 3.12 |
| January 31, 2022 | 7.72 |
| December 31, 2021 | 4.40 |
| November 30, 2021 | 1.73 |
| October 31, 2021 | -1.45 |
| September 30, 2021 | 2.10 |
| August 31, 2021 | -1.79 |
| July 31, 2021 | -0.52 |
| June 30, 2021 | -0.95 |
| May 31, 2021 | 3.01 |
| April 30, 2021 | -2.69 |
| March 31, 2021 | 3.41 |
| February 28, 2021 | -1.94 |
| January 31, 2021 | 4.90 |
| December 31, 2020 | -0.11 |
| November 30, 2020 | 1.37 |
News
Basic Info
|
Fama-French Monthly 5 Factor CMA Benchmark Return is at a current level of -1.10, up from -2.17 last month and down from 1.30 one year ago. This is a change of N/A from last month. |
|
The Fama-French 5-Factor model was developed in 2015 and builds upon the 3-Factor model by including two additional factors, profitability and investment. Conservative minus Aggressive (CMA) is the difference in returns of firms that invest conservatively and that firms that invest aggressively. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | -1.10 |
| Latest Period | Dec 2024 |
| Last Updated | Feb 15 2025, 10:04 EST |
| Next Release | May 15 2025, 10:00 EDT (E) |
| Average Growth Rate | -1.80K% |
| Value from Last Month | -2.17 |
| Change from Last Month | N/A |
| Value from 1 Year Ago | 1.30 |
| Change from 1 Year Ago | N/A |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File | Upgrade |