Datasets:

krishnakamath
/

fama_french_data

Date timestamp[ns]date 2000-01-03 00:00:00 2025-11-28 00:00:00	Mkt-RF float64 -0.12 0.11	SMB float64 -0.04 0.05	HML float64 -0.05 0.07	RF float64 0 0	Mom float64 -0.14 0.07
2000-01-03T00:00:00	-0.0071	0.0055	-0.0131	0.0002	-0.0006
2000-01-04T00:00:00	-0.0406	-0.0002	0.0207	0.0002	-0.0191
2000-01-05T00:00:00	-0.0009	0.0031	-0.0005	0.0002	-0.0049
2000-01-06T00:00:00	-0.0074	-0.0043	0.0124	0.0002	-0.0149
2000-01-07T00:00:00	0.0321	-0.004	-0.0157	0.0002	0.0059
2000-01-10T00:00:00	0.0175	0.0087	-0.0135	0.0002	0.0201
2000-01-11T00:00:00	-0.0171	0.0015	0.0091	0.0002	-0.0117
2000-01-12T00:00:00	-0.0069	-0.0046	0.0074	0.0002	-0.0063
2000-01-13T00:00:00	0.0159	0.0067	-0.0084	0.0002	0.0022
2000-01-14T00:00:00	0.0114	0.0024	-0.0048	0.0002	0.0119
2000-01-18T00:00:00	-0.0025	0.0246	-0.0037	0.0002	0.0138
2000-01-19T00:00:00	0.0044	0.007	-0.0021	0.0002	0.0085
2000-01-20T00:00:00	-0.0037	0.019	-0.0113	0.0002	0.0176
2000-01-21T00:00:00	0.0023	0.0139	-0.003	0.0002	0.0135
2000-01-24T00:00:00	-0.0259	0.0115	0.007	0.0002	-0.0126
2000-01-25T00:00:00	0.0049	-0.005	-0.0018	0.0002	0.0127
2000-01-26T00:00:00	-0.0043	-0.0004	0.0007	0.0002	-0.0094
2000-01-27T00:00:00	-0.0044	-0.0006	-0.0054	0.0002	-0.0067
2000-01-28T00:00:00	-0.0281	-0.0008	0.0136	0.0002	-0.0161
2000-01-31T00:00:00	0.0149	-0.0311	-0.0013	0.0002	-0.0031
2000-02-01T00:00:00	0.0129	0.0004	-0.001	0.0002	0.0126
2000-02-02T00:00:00	0.0015	0.0152	-0.003	0.0002	0.0079
2000-02-03T00:00:00	0.0149	0.0135	-0.0145	0.0002	0.0095
2000-02-04T00:00:00	-0.0004	0.0118	-0.0071	0.0002	0.0104
2000-02-07T00:00:00	0.0036	0.0159	-0.0133	0.0002	0.009
2000-02-08T00:00:00	0.0123	0.0062	-0.0172	0.0002	0.0161
2000-02-09T00:00:00	-0.0184	0.0191	-0.0028	0.0002	0.003
2000-02-10T00:00:00	0.0057	0.0131	-0.0061	0.0002	0.0261
2000-02-11T00:00:00	-0.0174	0.0099	0.0075	0.0002	-0.0024
2000-02-14T00:00:00	0.0024	0.0083	-0.002	0.0002	0.0098
2000-02-15T00:00:00	0.0071	-0.0058	0.0007	0.0002	-0.0043
2000-02-16T00:00:00	-0.0058	0.0204	-0.0061	0.0002	0.0055
2000-02-17T00:00:00	0.0043	0.021	-0.0134	0.0002	0.011
2000-02-18T00:00:00	-0.0268	0.0131	0.0037	0.0002	-0.0027
2000-02-22T00:00:00	0.0013	-0.0121	0.0046	0.0002	-0.0047
2000-02-23T00:00:00	0.0123	0.0069	-0.0126	0.0002	0.0228
2000-02-24T00:00:00	-0.0002	0.0081	-0.0025	0.0002	0.0175
2000-02-25T00:00:00	-0.0106	0.0171	0.001	0.0002	0.0051
2000-02-28T00:00:00	0.0076	-0.0006	-0.0011	0.0002	0.0032
2000-02-29T00:00:00	0.0192	0.0156	-0.0006	0.0002	0.0192
2000-03-01T00:00:00	0.014	0.0086	-0.0032	0.0002	0.0097
2000-03-02T00:00:00	-0.0008	-0.0026	0.0065	0.0002	0.0128
2000-03-03T00:00:00	0.0237	0.0008	-0.0117	0.0002	0.0188
2000-03-06T00:00:00	-0.0071	0.0148	0.0052	0.0002	0.011
2000-03-07T00:00:00	-0.0221	0.0045	0.0119	0.0002	0.0091
2000-03-08T00:00:00	0.007	-0.0019	-0.0096	0.0002	-0.0058
2000-03-09T00:00:00	0.0243	-0.0044	-0.0023	0.0002	0.008
2000-03-10T00:00:00	-0.0045	0.0013	0.0029	0.0002	0.0045
2000-03-13T00:00:00	-0.0145	-0.0111	0.0105	0.0002	-0.0167
2000-03-14T00:00:00	-0.0232	-0.0116	0.0122	0.0002	-0.0222
2000-03-15T00:00:00	0.0086	-0.0448	0.007	0.0002	-0.0526
2000-03-16T00:00:00	0.0428	-0.0341	-0.0008	0.0002	-0.0241
2000-03-17T00:00:00	0.0062	0.0044	-0.0018	0.0002	0.0176
2000-03-20T00:00:00	-0.0168	-0.0287	0.0228	0.0002	-0.0137
2000-03-21T00:00:00	0.0198	-0.0225	-0.004	0.0002	-0.0076
2000-03-22T00:00:00	0.0127	0.0214	-0.009	0.0002	0.0284
2000-03-23T00:00:00	0.0147	-0.0098	0.0016	0.0002	0.006
2000-03-24T00:00:00	0.001	-0.0031	0.0007	0.0002	-0.0006
2000-03-27T00:00:00	-0.0039	0.0027	-0.0036	0.0002	0.0099
2000-03-28T00:00:00	-0.0134	-0.0117	0.0087	0.0002	-0.0139
2000-03-29T00:00:00	-0.0096	-0.0255	0.0225	0.0002	-0.0281
2000-03-30T00:00:00	-0.0171	-0.0191	0.0153	0.0002	-0.0338
2000-03-31T00:00:00	0.0118	0.0009	0.0026	0.0002	0.0145
2000-04-03T00:00:00	-0.0165	-0.036	0.0155	0.0002	-0.0495
2000-04-04T00:00:00	-0.0121	-0.0146	-0.0017	0.0002	-0.0202
2000-04-05T00:00:00	0.0002	0.0154	-0.011	0.0002	0.0099
2000-04-06T00:00:00	0.0148	0.0144	-0.0032	0.0002	0.0211
2000-04-07T00:00:00	0.0142	0.0139	-0.0009	0.0002	0.0246
2000-04-10T00:00:00	-0.0196	-0.0305	0.0146	0.0002	-0.0331
2000-04-11T00:00:00	-0.0102	-0.0209	0.018	0.0002	-0.0289
2000-04-12T00:00:00	-0.0297	-0.0243	0.0234	0.0002	-0.0581
2000-04-13T00:00:00	-0.018	-0.0007	0.006	0.0002	-0.0167
2000-04-14T00:00:00	-0.0673	-0.0131	0.0224	0.0002	-0.03
2000-04-17T00:00:00	0.0296	-0.0162	-0.0162	0.0002	0.0166
2000-04-18T00:00:00	0.0385	0.0306	-0.0209	0.0002	0.0512
2000-04-19T00:00:00	-0.0083	0.0156	-0.0002	0.0002	0.0013
2000-04-20T00:00:00	0.001	-0.01	0.0081	0.0002	-0.007
2000-04-24T00:00:00	-0.0101	-0.0227	0.0102	0.0002	-0.0254
2000-04-25T00:00:00	0.0378	0.0041	-0.0101	0.0002	0.0253
2000-04-26T00:00:00	-0.0124	0.0031	0.0118	0.0002	-0.0009
2000-04-27T00:00:00	0.0076	0.0122	-0.0042	0.0002	0.02
2000-04-28T00:00:00	0.0006	0.0215	0.0016	0.0002	0.012
2000-05-01T00:00:00	0.014	0.0116	-0.0107	0.0002	0.0115
2000-05-02T00:00:00	-0.0207	-0.0113	0.0175	0.0002	-0.0164
2000-05-03T00:00:00	-0.0209	0.0037	-0.004	0.0002	-0.0097
2000-05-04T00:00:00	0.0001	0.0056	0.0046	0.0002	-0.0012
2000-05-05T00:00:00	0.0149	0.0069	-0.0046	0.0002	0.0089
2000-05-08T00:00:00	-0.0098	-0.0166	0.0146	0.0002	-0.0212
2000-05-09T00:00:00	-0.0119	-0.0079	0.0056	0.0002	-0.0154
2000-05-10T00:00:00	-0.0269	-0.0098	0.0081	0.0002	-0.0262
2000-05-11T00:00:00	0.0208	0.0031	-0.0007	0.0002	0.0081
2000-05-12T00:00:00	0.0079	-0.0051	0.0033	0.0002	0.0043
2000-05-15T00:00:00	0.0214	-0.0079	-0.0079	0.0002	0.0059
2000-05-16T00:00:00	0.0129	0.0042	-0.0079	0.0002	0.0061
2000-05-17T00:00:00	-0.0138	0.0004	0.0095	0.0002	-0.0009
2000-05-18T00:00:00	-0.011	-0.0115	0.0091	0.0002	-0.0116
2000-05-19T00:00:00	-0.0239	-0.0006	0.0064	0.0002	-0.013
2000-05-22T00:00:00	-0.0071	-0.0146	0.0041	0.0002	-0.0093
2000-05-23T00:00:00	-0.0237	-0.0091	0.0147	0.0002	-0.0194
2000-05-24T00:00:00	0.0157	-0.0124	-0.0123	0.0002	-0.0027

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Number of rows:

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