Fama-French Monthly Market Benchmark Return:

1.59 for Nov 2018
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Fama-French Monthly Market Benchmark Return is at a current level of 1.59, up from -7.66 last month and down from 3.08 one year ago. This is a change of N/A from last month and -48.38% from one year ago.

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Fama-French Monthly Market Benchmark Return Historical Data

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Export Data Date Range:
Data for this Date Range  
Nov. 30, 2018 1.59
Oct. 31, 2018 -7.66
Sept. 30, 2018 0.05
Aug. 31, 2018 6.98
July 31, 2018 3.93
June 30, 2018 0.52
May 31, 2018 2.71
April 30, 2018 0.44
March 31, 2018 -2.36
Feb. 28, 2018 -3.72
Jan. 31, 2018 5.55
Dec. 31, 2017 1.10
Nov. 30, 2017 3.08
Oct. 31, 2017 2.17
Sept. 30, 2017 2.53
Aug. 31, 2017 0.08
July 31, 2017 1.83
June 30, 2017 0.76
May 31, 2017 1.01
April 30, 2017 1.10
March 31, 2017 0.20
Feb. 28, 2017 3.48
Jan. 31, 2017 2.01
Dec. 31, 2016 1.84
Nov. 30, 2016 4.76
   
Oct. 31, 2016 -2.08
Sept. 30, 2016 0.33
Aug. 31, 2016 0.40
July 31, 2016 3.99
June 30, 2016 -0.03
May 31, 2016 1.84
April 30, 2016 1.03
March 31, 2016 7.00
Feb. 29, 2016 -0.13
Jan. 31, 2016 -5.90
Dec. 31, 2015 -2.23
Nov. 30, 2015 0.46
Oct. 31, 2015 7.82
Sept. 30, 2015 -3.27
Aug. 31, 2015 -5.99
July 31, 2015 1.41
June 30, 2015 -1.62
May 31, 2015 1.28
April 30, 2015 0.75
March 31, 2015 -1.14
Feb. 28, 2015 6.11
Jan. 31, 2015 -2.95
Dec. 31, 2014 -0.22
Nov. 30, 2014 2.41
Oct. 31, 2014 2.35

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Fama-French Monthly Market Benchmark Return Summary

  • Last Value: 1.59
  • Latest Period: Nov 2018
  • Updated: Jan 25, 2019, 10:05 EST
  • Frequency: Monthly
  • Adjustment: N/A
  • Value Previously: -7.66
  • Change From Previous: N/A
  • Value One Year Ago: 3.08
  • Change From One Year Ago: -48.38%
  • First Period: Jul 1926
  • First Value: 2.69

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I:FFMMR Excel Add-In Codes

  • Indicator Code: I:FFMMR
  • Indicator Name: =YCI("I:FFMMR","name")
  • Latest Value: =YCP("I:FFMMR")
  • Last 5 Values: =YCS("I:FFMMR",,-4)

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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