Fama-French Monthly HML Benchmark Return (I:FFMHMLR)
Level Chart
Basic Info
Fama-French Monthly HML Benchmark Return is at a current level of -2.39, down from 4.93 last month and up from -4.01 one year ago. This is a change of N/A from last month. |
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. High minus Low (HML) is one of the three factors in the Fama-French stock pricing model. It is the excess return that "value" companies with a higher book to market ratio return when compared to "growth" companies with a lower book to market ratio. HML = 1/2 (Small Value + Big Value) - 1/2 (Small Growth + Big Growth) |
Report | Fama/French Market Returns |
Category | Market Indices and Statistics |
Region | United States |
Source | Fama/French |
Stats
Last Value | -2.39 |
Latest Period | Jan 2024 |
Last Updated | Mar 25 2024, 10:05 EDT |
Next Release | Apr 25 2024, 10:00 EDT (E) |
Average Growth Rate | -201.2% |
Value from Last Month | 4.93 |
Change from Last Month | N/A |
Value from 1 Year Ago | -4.01 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Historical Data
Date | Value |
---|---|
January 31, 2024 | -2.39 |
December 31, 2023 | 4.93 |
November 30, 2023 | 1.64 |
October 31, 2023 | 0.19 |
September 30, 2023 | 1.52 |
August 31, 2023 | -1.06 |
July 31, 2023 | 4.11 |
June 30, 2023 | -0.26 |
May 31, 2023 | -7.72 |
April 30, 2023 | -0.04 |
March 31, 2023 | -8.85 |
February 28, 2023 | -0.81 |
January 31, 2023 | -4.01 |
December 31, 2022 | 1.37 |
November 30, 2022 | 1.38 |
October 31, 2022 | 8.01 |
September 30, 2022 | 0.05 |
August 31, 2022 | 0.29 |
July 31, 2022 | -4.05 |
June 30, 2022 | -5.97 |
May 31, 2022 | 8.39 |
April 30, 2022 | 6.17 |
March 31, 2022 | -1.81 |
February 28, 2022 | 3.08 |
January 31, 2022 | 12.75 |
Date | Value |
---|---|
December 31, 2021 | 3.26 |
November 30, 2021 | -0.45 |
October 31, 2021 | -0.49 |
September 30, 2021 | 5.08 |
August 31, 2021 | -0.15 |
July 31, 2021 | -1.78 |
June 30, 2021 | -7.83 |
May 31, 2021 | 7.09 |
April 30, 2021 | -0.95 |
March 31, 2021 | 7.39 |
February 28, 2021 | 7.17 |
January 31, 2021 | 2.97 |
December 31, 2020 | -1.50 |
November 30, 2020 | 2.13 |
October 31, 2020 | 4.22 |
September 30, 2020 | -2.68 |
August 31, 2020 | -2.96 |
July 31, 2020 | -1.37 |
June 30, 2020 | -2.17 |
May 31, 2020 | -4.89 |
April 30, 2020 | -1.26 |
March 31, 2020 | -13.95 |
February 29, 2020 | -3.79 |
January 31, 2020 | -6.23 |
December 31, 2019 | 1.77 |
Basic Info
Fama-French Monthly HML Benchmark Return is at a current level of -2.39, down from 4.93 last month and up from -4.01 one year ago. This is a change of N/A from last month. |
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. High minus Low (HML) is one of the three factors in the Fama-French stock pricing model. It is the excess return that "value" companies with a higher book to market ratio return when compared to "growth" companies with a lower book to market ratio. HML = 1/2 (Small Value + Big Value) - 1/2 (Small Growth + Big Growth) |
Report | Fama/French Market Returns |
Category | Market Indices and Statistics |
Region | United States |
Source | Fama/French |
Stats
Last Value | -2.39 |
Latest Period | Jan 2024 |
Last Updated | Mar 25 2024, 10:05 EDT |
Next Release | Apr 25 2024, 10:00 EDT (E) |
Average Growth Rate | -201.2% |
Value from Last Month | 4.93 |
Change from Last Month | N/A |
Value from 1 Year Ago | -4.01 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |