Fama-French Monthly Market Benchmark Return (I:FFMMR)
Level Chart
Basic Info
Fama-French Monthly Market Benchmark Return is at a current level of 5.06, up from 0.71 last month and up from -2.58 one year ago. This is a change of 612.7% 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. 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 | 5.06 |
Latest Period | Feb 2024 |
Last Updated | Apr 25 2024, 10:02 EDT |
Next Release | May 25 2024, 10:00 EDT (E) |
Average Growth Rate | -1.40K% |
Value from Last Month | 0.71 |
Change from Last Month | 612.7% |
Value from 1 Year Ago | -2.58 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Historical Data
Date | Value |
---|---|
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 |
February 28, 2022 | -2.29 |
Date | Value |
---|---|
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 |
January 31, 2020 | -0.11 |
Basic Info
Fama-French Monthly Market Benchmark Return is at a current level of 5.06, up from 0.71 last month and up from -2.58 one year ago. This is a change of 612.7% 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. 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 | 5.06 |
Latest Period | Feb 2024 |
Last Updated | Apr 25 2024, 10:02 EDT |
Next Release | May 25 2024, 10:00 EDT (E) |
Average Growth Rate | -1.40K% |
Value from Last Month | 0.71 |
Change from Last Month | 612.7% |
Value from 1 Year Ago | -2.58 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |