Fama-French Monthly Market Benchmark Return (I:FFMMR)
Level Chart
Basic Info
|
Fama-French Monthly Market Benchmark Return is at a current level of -1.17, down from 1.02 last month and up from -2.44 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. 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 | -1.17 |
| Latest Period | Feb 2026 |
| Last Updated | Apr 15 2026, 10:03 EDT |
| Next Release | May 15 2026, 10:00 EDT (E) |
| Average Growth Rate | -1.41K% |
| Value from Last Month | 1.02 |
| Change from Last Month | N/A |
| Value from 1 Year Ago | -2.44 |
| Change from 1 Year Ago | N/A |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File |
Historical Data
| Date | Value |
|---|---|
| February 28, 2026 | -1.17 |
| January 31, 2026 | 1.02 |
| December 31, 2025 | -0.36 |
| November 30, 2025 | -0.13 |
| October 31, 2025 | 1.96 |
| September 30, 2025 | 3.39 |
| August 31, 2025 | 1.84 |
| July 31, 2025 | 1.98 |
| June 30, 2025 | 4.86 |
| May 31, 2025 | 6.06 |
| April 30, 2025 | -0.84 |
| March 31, 2025 | -6.39 |
| February 28, 2025 | -2.44 |
| January 31, 2025 | 2.80 |
| December 31, 2024 | -3.17 |
| November 30, 2024 | 6.49 |
| October 31, 2024 | -1.00 |
| September 30, 2024 | 1.72 |
| August 31, 2024 | 1.60 |
| July 31, 2024 | 1.22 |
| June 30, 2024 | 2.80 |
| May 31, 2024 | 4.33 |
| April 30, 2024 | -4.65 |
| March 31, 2024 | 2.84 |
| February 29, 2024 | 5.07 |
| Date | Value |
|---|---|
| January 31, 2024 | 0.73 |
| December 31, 2023 | 4.85 |
| November 30, 2023 | 8.88 |
| October 31, 2023 | -3.15 |
| September 30, 2023 | -5.23 |
| August 31, 2023 | -2.36 |
| July 31, 2023 | 3.21 |
| June 30, 2023 | 6.46 |
| May 31, 2023 | 0.34 |
| April 30, 2023 | 0.62 |
| March 31, 2023 | 2.51 |
| February 28, 2023 | -2.59 |
| January 31, 2023 | 6.64 |
| December 31, 2022 | -6.41 |
| November 30, 2022 | 4.61 |
| 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 |
| January 31, 2022 | -6.25 |
News
Basic Info
|
Fama-French Monthly Market Benchmark Return is at a current level of -1.17, down from 1.02 last month and up from -2.44 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. 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 | -1.17 |
| Latest Period | Feb 2026 |
| Last Updated | Apr 15 2026, 10:03 EDT |
| Next Release | May 15 2026, 10:00 EDT (E) |
| Average Growth Rate | -1.41K% |
| Value from Last Month | 1.02 |
| Change from Last Month | N/A |
| Value from 1 Year Ago | -2.44 |
| Change from 1 Year Ago | N/A |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File |