FFplusMOM

Average data of 811 listed companies of SSEC, 2001/1/03~2012

A GUI designed to support the analysis of financial-economic time
series data.

Ho Tsung-wu

iClick

A Button-Based GUI for Financial and Economic Data Analysis

FFplusMOM function

A data frame with 811 observations on the following 4 variables.<dl class="dl-horizontal">
 <dt><code>company</code></dt><dd>company code</dd>
 <dt><code>RET</code></dt><dd>company-specific average returns</dd>
 <dt><code>MK_BETA</code></dt><dd>CAPM factor beta</dd>
 <dt><code>HML_BETA</code></dt><dd>High-Minus-Low factor beta</dd>
 <dt><code>SMB_BETA</code></dt><dd>Small-Minus-Big factor beta</dd>
 <dt><code>MOM_BETA</code></dt><dd>Momemtum factor beta</dd>
 </dl>

Format

Data of Fama-French beta of 811 listed companies of SSEC — FFplusMOM

A data frame with 811 observations on the following 4 variables.<dl class='dl-horizontal'>
 <dt><code>company</code></dt><dd>company code</dd>
 <dt><code>RET</code></dt><dd>company-specific average returns</dd>
 <dt><code>MK_BETA</code></dt><dd>CAPM factor beta</dd>
 <dt><code>HML_BETA</code></dt><dd>High-Minus-Low factor beta</dd>
 <dt><code>SMB_BETA</code></dt><dd>Small-Minus-Big factor beta</dd>
 <dt><code>MOM_BETA</code></dt><dd>Momemtum factor beta</dd>
 </dl>

FFplusMOM: Data of Fama-French beta of 811 listed companies of SSEC

Description

Usage

Arguments

Format

Details

Examples