Fama-French Monthly SMB Benchmark Return (I:FFMSMBR)

Fama-French Monthly SMB Benchmark Return is at a current level of 0.44, up from 0.24 last month and up from -2.74 one year ago. This is a change of 83.33% 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)