Fama-French Monthly SMB Benchmark Return (I:FFMSMBR)
Level Chart
Basic Info
Fama-French Monthly SMB Benchmark Return is at a current level of -5.07, down from 6.34 last month and down from 5.01 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. Small minus big (SMB) is one of the three factors in the Fama-French stock pricing model. It is the excess return that smaller companies return when compared to larger companies. SMB = 1/3 (Small Value + Small Neutral + Small Growth) - 1/3 (Big Value + Big Neutral + Big Growth) |
Report | Fama/French Market Returns |
Category | Market Indices and Statistics |
Region | United States |
Source | Fama/French |
Stats
Last Value | -5.07 |
Latest Period | Jan 2024 |
Last Updated | Mar 25 2024, 10:05 EDT |
Next Release | Apr 25 2024, 10:00 EDT (E) |
Average Growth Rate | -904.4% |
Value from Last Month | 6.34 |
Change from Last Month | N/A |
Value from 1 Year Ago | 5.01 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Historical Data
Date | Value |
---|---|
January 31, 2024 | -5.07 |
December 31, 2023 | 6.34 |
November 30, 2023 | -0.02 |
October 31, 2023 | -3.87 |
September 30, 2023 | -2.51 |
August 31, 2023 | -3.16 |
July 31, 2023 | 2.08 |
June 30, 2023 | 1.54 |
May 31, 2023 | 1.61 |
April 30, 2023 | -3.35 |
March 31, 2023 | -5.51 |
February 28, 2023 | 1.17 |
January 31, 2023 | 5.01 |
December 31, 2022 | -0.69 |
November 30, 2022 | -3.52 |
October 31, 2022 | 0.06 |
September 30, 2022 | -0.81 |
August 31, 2022 | 1.40 |
July 31, 2022 | 2.81 |
June 30, 2022 | 2.10 |
May 31, 2022 | -1.83 |
April 30, 2022 | -1.39 |
March 31, 2022 | -1.61 |
February 28, 2022 | 2.19 |
January 31, 2022 | -5.94 |
Date | Value |
---|---|
December 31, 2021 | -1.67 |
November 30, 2021 | -1.32 |
October 31, 2021 | -2.35 |
September 30, 2021 | 0.71 |
August 31, 2021 | -0.42 |
July 31, 2021 | -3.97 |
June 30, 2021 | 1.70 |
May 31, 2021 | -0.25 |
April 30, 2021 | -3.20 |
March 31, 2021 | -2.37 |
February 28, 2021 | 2.06 |
January 31, 2021 | 7.34 |
December 31, 2020 | 4.89 |
November 30, 2020 | 5.81 |
October 31, 2020 | 4.37 |
September 30, 2020 | 0.04 |
August 31, 2020 | -0.22 |
July 31, 2020 | -2.32 |
June 30, 2020 | 2.70 |
May 31, 2020 | 2.47 |
April 30, 2020 | 2.47 |
March 31, 2020 | -4.86 |
February 29, 2020 | 1.07 |
January 31, 2020 | -3.11 |
December 31, 2019 | 0.73 |
Basic Info
Fama-French Monthly SMB Benchmark Return is at a current level of -5.07, down from 6.34 last month and down from 5.01 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. Small minus big (SMB) is one of the three factors in the Fama-French stock pricing model. It is the excess return that smaller companies return when compared to larger companies. SMB = 1/3 (Small Value + Small Neutral + Small Growth) - 1/3 (Big Value + Big Neutral + Big Growth) |
Report | Fama/French Market Returns |
Category | Market Indices and Statistics |
Region | United States |
Source | Fama/French |
Stats
Last Value | -5.07 |
Latest Period | Jan 2024 |
Last Updated | Mar 25 2024, 10:05 EDT |
Next Release | Apr 25 2024, 10:00 EDT (E) |
Average Growth Rate | -904.4% |
Value from Last Month | 6.34 |
Change from Last Month | N/A |
Value from 1 Year Ago | 5.01 |
Change from 1 Year Ago | N/A |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |