Fama/French Market Returns

The market return used to measure Rm-Rf in the US. It is now the value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have (i) a CRSP share code of 10 or 11 at the beginning of month t, (ii) good shares and price data at the beginning of t, and (iii) good return data for t. The set of firms in the new series is more consistent with the universe used to compute the other US returns.

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Fama-French Monthly Market Benchmark Return

Current (Apr 2020) Previous (Mar 2020) % Chg Prev % Chg 1Y
13.65 -13.39 N/A 244.7%

Major Fama/French Market Returns Indicators

Indicator Period Value % Chg Prev
Fama-French Monthly HML Benchmark Return Apr 2020 -1.25
Fama-French Monthly Market Benchmark Return Apr 2020 13.65
Fama-French Monthly SMB Benchmark Return Apr 2020 2.80
View and sort all 3 Fama/French Market Returns Indicators

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